+19.6%
TMO vs FLR
+54.2%
-34.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.6% | -3.5% | +2.8% | -0.2% |
| 30D | +1.1% | +4.2% | -3.0% | +0.5% |
| 3M | +28.3% | +8.1% | +20.3% | +26.4% |
| 6M | +23.3% | +21.5% | +1.7% | +18.9% |
| YTD | +5.5% | +36.8% | -31.3% | 0.0% |
| 1Y | +24.5% | +31.2% | -6.7% | +18.2% |
| 3Y | +19.6% | +53.9% | -34.3% | +3.5% |
| All | +19.6% | +54.2% | -34.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling