+311.2%
TPR vs FLR
+18.9%
+292.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -3.9% |
| 7D | -3.4% | +0.7% | -4.0% | -3.5% |
| 30D | -27.3% | -0.7% | -26.6% | -27.5% |
| 3M | -16.2% | +14.3% | -30.6% | -19.9% |
| 6M | -17.9% | +25.6% | -43.5% | -23.8% |
| YTD | -7.1% | +42.9% | -50.0% | -16.8% |
| 1Y | +13.6% | +38.7% | -25.1% | +2.4% |
| 3Y | +293.7% | +61.8% | +232.0% | +229.4% |
| 5Y | +239.1% | +254.1% | -15.0% | +130.1% |
| 10Y | +311.2% | +20.0% | +291.1% | +249.1% |
| All | +311.2% | +18.9% | +292.3% | +249.1% |
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