+416.5%
TPR vs FLR
+27.4%
+389.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.0% |
| 6M | -10.2% | -14.2% | +4.1% | -8.8% |
| YTD | +4.9% | +17.3% | -12.4% | -3.7% |
| 1Y | +36.1% | +4.3% | +31.9% | +29.4% |
| 3Y | +416.5% | +30.7% | +385.7% | +309.7% |
| All | +416.5% | +27.4% | +389.0% | +309.7% |
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