+11.6%
TDY vs FLR
+31.2%
-19.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -1.8% | +5.4% | -7.2% | -3.0% |
| 30D | -10.7% | +11.4% | -22.1% | -13.3% |
| 3M | -1.3% | +11.4% | -12.7% | -4.7% |
| 6M | -10.6% | +16.6% | -27.2% | -15.4% |
| YTD | +19.6% | +41.7% | -22.1% | +7.5% |
| 1Y | +11.6% | +35.4% | -23.8% | +2.7% |
| All | +11.6% | +31.2% | -19.6% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling