-48.5%
TE vs FLR
+201.2%
-249.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.8% | +9.2% | +9.8% |
| 7D | +18.2% | +0.7% | +17.6% | +18.1% |
| 30D | -13.5% | -0.7% | -12.8% | -13.3% |
| 3M | -44.6% | +14.3% | -58.9% | -45.8% |
| 6M | -24.7% | +25.6% | -50.3% | -28.4% |
| YTD | -24.3% | +42.9% | -67.1% | -29.7% |
| 1Y | +155.6% | +38.7% | +116.8% | +139.9% |
| 3Y | -18.3% | +61.8% | -80.0% | -23.7% |
| 5Y | -41.3% | +254.1% | -295.4% | -47.0% |
| All | -48.5% | +201.2% | -249.7% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling