+130.4%
TD vs FLR
+35.7%
+94.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +1.1% | +5.4% | -4.3% | +0.5% |
| 30D | +5.2% | +2.8% | +2.4% | +4.8% |
| 3M | +1.2% | -6.4% | +7.6% | +1.8% |
| 6M | +17.7% | +8.8% | +9.0% | +15.9% |
| YTD | +34.2% | +23.6% | +10.6% | +29.9% |
| 1Y | +55.4% | +13.8% | +41.6% | +51.5% |
| 3Y | +130.4% | +36.5% | +93.9% | +104.2% |
| All | +130.4% | +35.7% | +94.7% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling