+317.8%
TMUS vs FLR
+17.1%
+300.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | -5.3% | -3.1% | -2.2% | -5.1% |
| 30D | +0.1% | +4.9% | -4.8% | -0.3% |
| 3M | -0.6% | +10.8% | -11.4% | -1.9% |
| 6M | -17.5% | +19.7% | -37.2% | -19.5% |
| YTD | -11.3% | +38.4% | -49.6% | -14.8% |
| 1Y | -25.4% | +34.7% | -60.1% | -28.4% |
| 3Y | +35.5% | +56.7% | -21.1% | +25.0% |
| 5Y | +41.9% | +241.6% | -199.7% | +18.3% |
| 10Y | +317.8% | +20.2% | +297.6% | +227.9% |
| All | +317.8% | +17.1% | +300.7% | +227.9% |
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