+12,759.1%
TDG vs FLR
+59.1%
+12,700.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.8% |
| 7D | -2.4% | -3.1% | +0.7% | -1.5% |
| 30D | -8.0% | +4.9% | -12.9% | -9.5% |
| 3M | -10.5% | +10.8% | -21.3% | -14.5% |
| 6M | -11.9% | +19.7% | -31.6% | -18.8% |
| YTD | -15.4% | +38.4% | -53.7% | -25.7% |
| 1Y | -14.2% | +34.7% | -48.9% | -24.8% |
| 3Y | +51.0% | +56.7% | -5.6% | +17.4% |
| 5Y | +126.5% | +241.6% | -115.2% | +30.1% |
| 10Y | +535.6% | +20.2% | +515.4% | +276.5% |
| All | +12,759.1% | +59.1% | +12,700.0% | +5,997.5% |
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