+191.1%
TRI vs FLR
+19.7%
+171.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | -7.9% | -3.5% | -4.4% | -7.7% |
| 30D | -4.5% | +4.2% | -8.7% | -4.8% |
| 3M | +22.1% | +8.1% | +14.0% | +21.1% |
| 6M | -2.8% | +21.5% | -24.3% | -4.8% |
| YTD | -23.4% | +36.8% | -60.2% | -25.7% |
| 1Y | -41.5% | +31.2% | -72.7% | -43.2% |
| 3Y | -19.2% | +53.9% | -73.1% | -23.7% |
| 5Y | -9.4% | +243.0% | -252.4% | -20.2% |
| All | +191.1% | +19.7% | +171.3% | +154.5% |
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