Regression from Dec 2012 - Sep 2014

Rm-Rf SMB HML Alpha R2
1.07 -0.01 -0.16 -0.69% 0.959
Standard error 0.0578 0.1199 0.1228 0.0018
t-statistics 18.54 -0.10 -1.33 -0.33

Fund Profile

Symbol TLTD
Issuer Flex Shares
Type ETF
Region Developed Markets
Style Large Blend

Rolling Charts:


Fund Returns from Dec 2012 - Sep 2014

Month RaR Rm-Rf SMB HML Rf
201212 4.71 3.33 0.61 3.47 0.01
201301 3.75 5.22 -0.18 2.90 0.00
201302 -1.00 -0.94 0.84 -0.98 0.00
201303 1.21 0.75 1.15 -2.75 0.00
201304 3.54 4.37 -2.02 2.60 0.00
201305 -2.44 -1.52 -1.13 2.06 0.00
201306 -3.03 -3.74 0.56 -0.89 0.00
201307 5.98 5.58 -0.81 1.39 0.00
201308 -1.51 -1.01 1.77 0.16 0.00
201309 6.85 7.04 0.80 0.66 0.00
201310 3.95 3.37 -1.30 2.17 0.00
201311 -0.11 0.59 -0.46 -0.01 0.00
201312 2.52 1.71 0.20 -0.17 0.00
201401 -4.23 -3.23 3.93 1.33 0.00
201402 5.72 5.37 -1.52 0.13 0.00
201403 -0.41 -0.22 0.58 0.91 0.00
201404 1.60 1.10 -1.93 0.78 0.00
201405 1.45 1.39 -0.74 -0.17 0.00
201406 1.37 1.46 1.75 -0.45 0.00
201407 -2.53 -1.98 0.54 0.14 0.00
201408 0.39 -0.28 0.35 -0.52 0.00
201409 -5.04 -4.05 -1.74 -0.19 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.