+125.1%
TLT vs FLR
+274.5%
-149.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.5% |
| 7D | -3.1% | +5.4% | -8.5% | -2.8% |
| 30D | +1.0% | +2.8% | -1.8% | +1.3% |
| 3M | -2.7% | -6.4% | +3.7% | -3.0% |
| 6M | -4.1% | +8.8% | -12.9% | -3.3% |
| YTD | -5.4% | +23.6% | -28.9% | -3.5% |
| 1Y | -7.0% | +13.8% | -20.8% | -5.7% |
| 3Y | +2.8% | +36.5% | -33.6% | +7.1% |
| 5Y | -35.4% | +119.3% | -154.7% | -29.5% |
| 10Y | -13.1% | +8.0% | -21.1% | -8.5% |
| All | +125.1% | +274.5% | -149.4% | +181.1% |
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 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