+2,491.2%
TD vs FLR
+603.8%
+1,887.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.9% |
| 7D | +0.3% | +5.4% | -5.1% | -0.8% |
| 30D | +0.4% | +11.4% | -11.0% | -2.3% |
| 3M | +7.6% | +11.4% | -3.8% | +4.3% |
| 6M | +25.0% | +16.6% | +8.4% | +19.2% |
| YTD | +31.0% | +41.7% | -10.7% | +19.5% |
| 1Y | +65.2% | +35.4% | +29.8% | +51.3% |
| 3Y | +122.5% | +57.3% | +65.2% | +88.3% |
| 5Y | +124.8% | +241.0% | -116.2% | +55.3% |
| 10Y | +298.2% | +16.6% | +281.6% | +197.5% |
| All | +2,491.2% | +603.8% | +1,887.3% | +1,186.6% |
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