+513.1%
TRI vs FLR
+294.7%
+218.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | -8.4% | -3.1% | -5.3% | -7.9% |
| 30D | -6.5% | +4.9% | -11.4% | -7.2% |
| 3M | +18.6% | +10.8% | +7.8% | +15.5% |
| 6M | -10.4% | +19.7% | -30.1% | -14.7% |
| YTD | -23.7% | +38.4% | -62.1% | -29.2% |
| 1Y | -42.5% | +34.7% | -77.1% | -46.6% |
| 3Y | -19.3% | +56.7% | -75.9% | -29.8% |
| 5Y | -9.7% | +241.6% | -251.3% | -33.8% |
| 10Y | +194.4% | +20.2% | +174.2% | +128.2% |
| All | +513.1% | +294.7% | +218.4% | +214.9% |
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