+377.9%
TPR vs FLR
+8.5%
+369.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.4% | -1.8% |
| 7D | +14.2% | -0.8% | +15.0% | +14.2% |
| 30D | +17.1% | -9.1% | +26.2% | +19.4% |
| 3M | -17.7% | -4.7% | -13.1% | -17.8% |
| 6M | -10.2% | -14.2% | +4.1% | -8.9% |
| YTD | +4.9% | +17.3% | -12.4% | -2.0% |
| 1Y | +36.1% | +4.3% | +31.9% | +30.8% |
| 3Y | +416.5% | +30.7% | +385.7% | +352.5% |
| 5Y | +254.8% | +101.3% | +153.5% | +173.7% |
| All | +377.9% | +8.5% | +369.4% | +326.4% |
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