+795.8%
TGT vs FLR
+609.6%
+186.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +9.5% | -0.7% | +10.2% | +9.4% |
| 3M | +32.3% | +14.3% | +17.9% | +27.9% |
| 6M | +37.0% | +25.6% | +11.4% | +29.3% |
| YTD | +71.0% | +42.9% | +28.2% | +57.0% |
| 1Y | +85.0% | +38.7% | +46.3% | +70.1% |
| 3Y | +46.8% | +61.8% | -14.9% | +26.3% |
| 5Y | -22.7% | +254.1% | -276.8% | -44.7% |
| 10Y | +216.3% | +20.0% | +196.2% | +148.2% |
| All | +795.8% | +609.6% | +186.2% | +253.4% |
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 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