+2,920.3%
TDY vs FLR
+571.1%
+2,349.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | -1.9% | -6.9% | +5.0% | +0.1% |
| 30D | -12.5% | +1.1% | -13.6% | -12.9% |
| 3M | -0.8% | +14.3% | -15.1% | -5.5% |
| 6M | -9.0% | +19.1% | -28.1% | -14.9% |
| YTD | +16.8% | +35.1% | -18.3% | +5.0% |
| 1Y | +9.5% | +29.5% | -20.0% | -1.0% |
| 3Y | +45.4% | +53.0% | -7.6% | +18.0% |
| 5Y | +37.8% | +238.9% | -201.1% | -15.8% |
| 10Y | +470.2% | +17.4% | +452.8% | +274.6% |
| All | +2,920.3% | +571.1% | +2,349.2% | +1,053.8% |
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