+287.4%
TFC vs FLR
+520.6%
-233.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.1% |
| 7D | +0.1% | +10.1% | -10.0% | -2.8% |
| 30D | +8.6% | -0.5% | +9.1% | +8.4% |
| 3M | -4.3% | -4.8% | +0.5% | -3.7% |
| 6M | +5.4% | +10.7% | -5.3% | -0.1% |
| YTD | +4.5% | +25.0% | -20.4% | -5.8% |
| 1Y | +14.0% | +8.3% | +5.7% | +7.0% |
| 3Y | +93.4% | +36.8% | +56.5% | +59.6% |
| 5Y | +0.5% | +121.8% | -121.3% | -31.1% |
| 10Y | +77.7% | +9.2% | +68.5% | +22.1% |
| All | +287.4% | +520.6% | -233.2% | +83.0% |
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