-84.3%
TE vs FLR
+112.0%
-196.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.3% |
| 7D | -19.1% | +5.4% | -24.4% | -22.1% |
| 30D | -34.1% | +2.8% | -37.0% | -35.0% |
| 3M | -60.1% | -6.4% | -53.7% | -58.2% |
| 6M | -66.0% | +8.8% | -74.7% | -66.4% |
| YTD | -71.4% | +23.6% | -95.0% | -75.0% |
| 1Y | -45.3% | +13.8% | -59.1% | -49.7% |
| 3Y | +9.1% | +36.5% | -27.3% | -9.5% |
| All | -84.3% | +112.0% | -196.4% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling