+47.5%
TDY vs FLR
+54.2%
-6.6%
-18.8%
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 | -1.1% | -3.5% | +2.4% | -0.5% |
| 30D | -12.0% | +4.2% | -16.2% | -12.8% |
| 3M | -3.2% | +8.1% | -11.3% | -5.3% |
| 6M | -7.9% | +21.5% | -29.4% | -12.3% |
| YTD | +18.2% | +36.8% | -18.5% | +10.0% |
| 1Y | +6.7% | +31.2% | -24.5% | -0.3% |
| 3Y | +47.5% | +53.9% | -6.3% | +22.7% |
| All | +47.5% | +54.2% | -6.6% | +22.7% |
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 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