+52.0%
TDG vs FLR
+54.2%
-2.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -1.9% | -3.5% | +1.6% | -1.4% |
| 30D | -7.7% | +4.2% | -11.9% | -8.2% |
| 3M | -9.3% | +8.1% | -17.4% | -10.7% |
| 6M | -9.4% | +21.5% | -30.9% | -12.7% |
| YTD | -14.3% | +36.8% | -51.0% | -18.9% |
| 1Y | -11.8% | +31.2% | -43.0% | -16.6% |
| 3Y | +52.0% | +53.9% | -1.9% | +27.9% |
| All | +52.0% | +54.2% | -2.2% | +27.9% |
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