+494.0%
TEAM vs FLR
+18.3%
+475.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.3% |
| 7D | -7.8% | -6.9% | -0.9% | -7.0% |
| 30D | +16.5% | +1.1% | +15.4% | +16.3% |
| 3M | +96.2% | +14.3% | +81.8% | +92.8% |
| 6M | +130.2% | +19.1% | +111.1% | +123.8% |
| YTD | +10.7% | +35.1% | -24.4% | +5.8% |
| 1Y | +3.0% | +29.5% | -26.5% | -1.3% |
| 3Y | -13.1% | +53.0% | -66.1% | -19.1% |
| 5Y | -52.7% | +238.9% | -291.7% | -58.1% |
| All | +494.0% | +18.3% | +475.7% | +483.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling