-10.2%
TPR vs FLR
-12.3%
+2.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.4% | -0.9% |
| 7D | +14.2% | -0.8% | +15.0% | +14.1% |
| 30D | +17.1% | -9.1% | +26.2% | +17.1% |
| 3M | -17.7% | -4.7% | -13.1% | -18.2% |
| 6M | -10.2% | -14.2% | +4.1% | -10.7% |
| All | -10.2% | -12.3% | +2.2% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling