0.0%
TFC vs FLR
+127.2%
-127.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.2% | +6.3% | -7.5% | -2.6% |
| 30D | +7.8% | +1.8% | +5.9% | +7.0% |
| 3M | -3.0% | -4.4% | +1.4% | -2.5% |
| 6M | +5.8% | +15.9% | -10.0% | +0.2% |
| YTD | +5.3% | +27.7% | -22.4% | -4.0% |
| 1Y | +15.7% | +11.6% | +4.1% | +9.0% |
| 3Y | +94.8% | +39.9% | +54.9% | +60.0% |
| 5Y | 0.0% | +127.5% | -127.5% | -31.4% |
| All | 0.0% | +127.2% | -127.2% | -31.4% |
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