-34.8%
TLT vs FLR
+124.2%
-159.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.3% | +5.1% | -5.4% | -0.3% |
| 30D | +3.7% | -0.5% | +4.2% | +3.7% |
| 3M | -0.7% | -3.5% | +2.8% | -0.6% |
| 6M | -4.2% | +16.5% | -20.7% | -4.0% |
| YTD | -4.0% | +27.3% | -31.2% | -3.6% |
| 1Y | -5.8% | +10.6% | -16.5% | -5.7% |
| 3Y | +4.1% | +39.4% | -35.3% | +4.4% |
| 5Y | -34.8% | +126.4% | -161.2% | -30.1% |
| All | -34.8% | +124.2% | -159.0% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling