+95.6%
TFC vs FLR
+19.7%
+75.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.4% | -3.5% | +1.1% | -1.6% |
| 30D | -3.4% | +4.2% | -7.5% | -4.5% |
| 3M | +0.4% | +8.1% | -7.6% | -2.6% |
| 6M | +12.7% | +21.5% | -8.8% | +5.1% |
| YTD | +5.6% | +36.8% | -31.2% | -4.7% |
| 1Y | +16.0% | +31.2% | -15.2% | +5.1% |
| 3Y | +94.0% | +53.9% | +40.1% | +61.5% |
| 5Y | +16.2% | +243.0% | -226.9% | -23.4% |
| All | +95.6% | +19.7% | +75.8% | +33.9% |
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