+2,393.5%
TMO vs FLR
+587.1%
+1,806.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.0% |
| 7D | -0.5% | -3.1% | +2.7% | +0.1% |
| 30D | +1.0% | +4.9% | -3.9% | 0.0% |
| 3M | +22.7% | +10.8% | +11.9% | +19.6% |
| 6M | +19.0% | +19.7% | -0.7% | +13.7% |
| YTD | +4.7% | +38.4% | -33.6% | -2.6% |
| 1Y | +26.0% | +34.7% | -8.7% | +17.2% |
| 3Y | +18.0% | +56.7% | -38.7% | +3.0% |
| 5Y | +8.0% | +241.6% | -233.6% | -20.8% |
| 10Y | +333.8% | +20.2% | +313.6% | +244.5% |
| All | +2,393.5% | +587.1% | +1,806.3% | +1,044.3% |
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 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