+488.0%
TEAM vs FLR
+21.1%
+466.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.1% |
| 7D | -4.7% | -3.1% | -1.5% | -4.3% |
| 30D | +17.0% | +4.9% | +12.1% | +16.4% |
| 3M | +85.9% | +10.8% | +75.1% | +83.3% |
| 6M | +116.7% | +19.7% | +97.0% | +110.5% |
| YTD | +9.6% | +38.4% | -28.7% | +4.5% |
| 1Y | -2.5% | +34.7% | -37.2% | -7.0% |
| 3Y | -14.0% | +56.7% | -70.6% | -20.1% |
| 5Y | -53.1% | +241.6% | -294.7% | -58.4% |
| All | +488.0% | +21.1% | +466.8% | +476.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling