+7,592.9%
TPR vs FLR
+532.1%
+7,060.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +12.1% | +5.1% | +7.0% | +10.0% |
| 30D | +16.7% | -0.5% | +17.1% | +16.2% |
| 3M | -17.4% | -3.5% | -13.9% | -17.3% |
| 6M | +2.3% | +16.5% | -14.2% | -5.4% |
| YTD | +7.1% | +27.3% | -20.1% | -4.9% |
| 1Y | +29.5% | +10.6% | +18.9% | +20.2% |
| 3Y | +415.0% | +39.4% | +375.7% | +320.4% |
| 5Y | +261.5% | +126.4% | +135.1% | +140.9% |
| 10Y | +383.3% | +8.4% | +374.9% | +240.2% |
| All | +7,592.9% | +532.1% | +7,060.7% | +2,261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling