-48.5%
TE vs FLR
+230.6%
-279.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -5.3% |
| 7D | +0.9% | -6.9% | +7.8% | +5.4% |
| 30D | -16.3% | +1.1% | -17.4% | -16.9% |
| 3M | -40.8% | +14.3% | -55.1% | -44.5% |
| 6M | -42.6% | +19.1% | -61.7% | -48.8% |
| YTD | -31.4% | +35.1% | -66.6% | -43.2% |
| 1Y | +144.9% | +29.5% | +115.4% | +109.8% |
| 3Y | -26.0% | +53.0% | -79.0% | -42.3% |
| 5Y | -48.5% | +238.9% | -287.4% | -67.1% |
| All | -48.5% | +230.6% | -279.0% | -67.1% |
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