+301.1%
TFC vs FLR
+603.8%
-302.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +2.4% | +5.4% | -3.0% | +0.8% |
| 30D | -1.3% | +11.4% | -12.7% | -5.2% |
| 3M | +6.1% | +11.4% | -5.3% | +1.1% |
| 6M | +7.3% | +16.6% | -9.3% | -0.1% |
| YTD | +8.2% | +41.7% | -33.5% | -5.4% |
| 1Y | +14.4% | +35.4% | -21.0% | +0.5% |
| 3Y | +93.7% | +57.3% | +36.4% | +54.2% |
| 5Y | +16.4% | +241.0% | -224.6% | -30.1% |
| 10Y | +101.6% | +16.6% | +84.9% | +36.3% |
| All | +301.1% | +603.8% | -302.7% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling