+310.3%
TPR vs FLR
+56.7%
+253.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -2.3% | +5.4% | -7.7% | -3.6% |
| 30D | -23.0% | +11.4% | -34.4% | -25.7% |
| 3M | -12.5% | +11.4% | -23.9% | -16.2% |
| 6M | -21.4% | +16.6% | -38.1% | -26.3% |
| YTD | -3.5% | +41.7% | -45.2% | -15.1% |
| 1Y | +17.4% | +35.4% | -18.1% | +4.5% |
| All | +310.3% | +56.7% | +253.6% | +212.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling