+88.6%
TGT vs FLR
+2.5%
+86.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.7% |
| 7D | +9.5% | +1.4% | +8.1% | +9.4% |
| 30D | +6.6% | -5.9% | +12.5% | +7.0% |
| 3M | +11.0% | -7.6% | +18.6% | +11.3% |
| 6M | +29.9% | -9.3% | +39.2% | +30.5% |
| YTD | +71.4% | +20.1% | +51.3% | +62.7% |
| 1Y | +88.6% | +3.0% | +85.6% | +86.2% |
| All | +88.6% | +2.5% | +86.1% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling