+467.2%
TDY vs FLR
+19.7%
+447.4%
-48.9%
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% | +1.0% |
| 7D | -1.1% | -3.5% | +2.4% | -0.4% |
| 30D | -12.0% | +4.2% | -16.2% | -12.9% |
| 3M | -3.2% | +8.1% | -11.3% | -5.4% |
| 6M | -7.9% | +21.5% | -29.4% | -12.6% |
| YTD | +18.2% | +36.8% | -18.5% | +9.2% |
| 1Y | +6.7% | +31.2% | -24.5% | -1.0% |
| 3Y | +47.5% | +53.9% | -6.3% | +26.9% |
| 5Y | +39.5% | +243.0% | -203.5% | -1.6% |
| All | +467.2% | +19.7% | +447.4% | +273.2% |
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