+14.5%
TFC vs FLR
+245.1%
-230.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.6% |
| 30D | -2.3% | +4.9% | -7.3% | -3.6% |
| 3M | +2.5% | +10.8% | -8.4% | -1.1% |
| 6M | +9.5% | +19.7% | -10.2% | +2.6% |
| YTD | +5.1% | +38.4% | -33.3% | -5.6% |
| 1Y | +15.5% | +34.7% | -19.2% | +3.7% |
| 3Y | +95.2% | +56.7% | +38.5% | +57.0% |
| 5Y | +14.5% | +241.6% | -227.1% | -29.9% |
| All | +14.5% | +245.1% | -230.6% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling