+131.2%
TLT vs FLR
+329.4%
-198.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | 0.0% |
| 7D | -0.4% | +5.4% | -5.9% | -0.1% |
| 30D | -0.6% | +11.4% | -12.0% | +0.2% |
| 3M | -2.7% | +11.4% | -14.1% | -1.9% |
| 6M | -5.6% | +16.6% | -22.3% | -4.4% |
| YTD | -2.8% | +41.7% | -44.5% | -0.2% |
| 1Y | -1.4% | +35.4% | -36.9% | +1.1% |
| 3Y | -1.6% | +57.3% | -58.9% | +3.3% |
| 5Y | -33.8% | +241.0% | -274.8% | -25.5% |
| 10Y | -21.1% | +16.6% | -37.8% | -16.6% |
| All | +131.2% | +329.4% | -198.1% | +190.8% |
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