+357.0%
TPR vs FLR
+8.6%
+348.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | -1.1% | +10.1% | -11.2% | -3.4% |
| 30D | +15.1% | -0.5% | +15.6% | +14.8% |
| 3M | -13.4% | -4.8% | -8.6% | -13.0% |
| 6M | +1.4% | +10.7% | -9.4% | -3.2% |
| YTD | +4.8% | +25.0% | -20.2% | -3.6% |
| 1Y | +29.2% | +8.3% | +20.9% | +23.0% |
| 3Y | +403.7% | +36.8% | +366.9% | +336.7% |
| 5Y | +230.8% | +121.8% | +109.1% | +149.5% |
| All | +357.0% | +8.6% | +348.4% | +306.8% |
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