+237.8%
TMUS vs FLR
+7.4%
+230.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +4.9% | +5.4% | -0.5% | +4.5% |
| 30D | +7.7% | +2.8% | +4.9% | +7.4% |
| 3M | -6.8% | -6.4% | -0.4% | -6.5% |
| 6M | -9.7% | +8.8% | -18.5% | -11.0% |
| YTD | -15.0% | +23.6% | -38.5% | -17.7% |
| 1Y | -19.1% | +13.8% | -32.9% | -21.2% |
| 3Y | +21.4% | +36.5% | -15.1% | +13.4% |
| 5Y | +51.2% | +119.3% | -68.2% | +32.1% |
| All | +237.8% | +7.4% | +230.4% | +176.8% |
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