+328.6%
TMO vs FLR
+19.7%
+308.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.6% | -3.5% | +2.8% | -0.5% |
| 30D | +1.1% | +4.2% | -3.0% | +0.9% |
| 3M | +28.3% | +8.1% | +20.3% | +27.5% |
| 6M | +23.3% | +21.5% | +1.7% | +21.4% |
| YTD | +5.5% | +36.8% | -31.3% | +3.2% |
| 1Y | +24.5% | +31.2% | -6.7% | +22.0% |
| 3Y | +19.6% | +53.9% | -34.3% | +15.2% |
| 5Y | +8.1% | +243.0% | -234.9% | +1.2% |
| All | +328.6% | +19.7% | +308.9% | +391.3% |
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