+9.2%
TT vs FLR
+31.2%
-22.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -0.2% | +5.4% | -5.7% | -1.5% |
| 30D | -7.4% | +11.4% | -18.8% | -10.3% |
| 3M | -3.2% | +11.4% | -14.6% | -6.5% |
| 6M | +1.1% | +16.6% | -15.5% | -4.3% |
| YTD | +15.6% | +41.7% | -26.1% | +4.4% |
| 1Y | +9.2% | +35.4% | -26.3% | +0.4% |
| All | +9.2% | +31.2% | -22.0% | +0.4% |
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