+75.7%
TFC vs FLR
+7.4%
+68.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +2.3% | +5.4% | -3.1% | +0.9% |
| 30D | +10.8% | +2.8% | +8.0% | +9.7% |
| 3M | -3.8% | -6.4% | +2.6% | -2.8% |
| 6M | +9.6% | +8.8% | +0.8% | +5.3% |
| YTD | +5.8% | +23.6% | -17.8% | -2.6% |
| 1Y | +16.2% | +13.8% | +2.4% | +9.0% |
| 3Y | +96.0% | +36.5% | +59.5% | +67.3% |
| 5Y | +1.7% | +119.3% | -117.7% | -25.1% |
| All | +75.7% | +7.4% | +68.3% | +25.8% |
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