+303.8%
TD vs FLR
+19.7%
+284.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -0.5% | -3.5% | +2.9% | -0.1% |
| 30D | -1.9% | +4.2% | -6.1% | -2.5% |
| 3M | +4.8% | +8.1% | -3.3% | +3.0% |
| 6M | +28.0% | +21.5% | +6.5% | +23.2% |
| YTD | +30.3% | +36.8% | -6.5% | +23.0% |
| 1Y | +59.8% | +31.2% | +28.6% | +51.2% |
| 3Y | +124.7% | +53.9% | +70.8% | +101.2% |
| 5Y | +127.0% | +243.0% | -116.1% | +77.6% |
| All | +303.8% | +19.7% | +284.1% | +231.1% |
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