-19.8%
TLT vs FLR
+17.1%
-37.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.7% |
| 7D | -0.3% | -3.1% | +2.9% | -0.3% |
| 30D | 0.0% | +4.9% | -5.0% | +0.1% |
| 3M | -2.9% | +10.8% | -13.7% | -2.5% |
| 6M | -6.3% | +19.7% | -25.9% | -5.7% |
| YTD | -3.3% | +38.4% | -41.7% | -2.3% |
| 1Y | -4.2% | +34.7% | -38.9% | -3.1% |
| 3Y | -1.7% | +56.7% | -58.3% | +0.5% |
| 5Y | -34.9% | +241.6% | -276.5% | -31.1% |
| 10Y | -19.8% | +20.2% | -40.0% | -22.0% |
| All | -19.8% | +17.1% | -37.0% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling