+537.0%
TDG vs FLR
+19.7%
+517.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -1.9% | -3.5% | +1.6% | -0.9% |
| 30D | -7.7% | +4.2% | -11.9% | -8.9% |
| 3M | -9.3% | +8.1% | -17.4% | -12.5% |
| 6M | -9.4% | +21.5% | -30.9% | -16.3% |
| YTD | -14.3% | +36.8% | -51.0% | -23.8% |
| 1Y | -11.8% | +31.2% | -43.0% | -21.4% |
| 3Y | +52.0% | +53.9% | -1.9% | +20.3% |
| 5Y | +128.8% | +243.0% | -114.2% | +34.5% |
| All | +537.0% | +19.7% | +517.2% | +214.1% |
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