+957.3%
TT vs FLR
+17.1%
+940.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | +1.4% | -3.1% | +4.5% | +1.9% |
| 30D | -6.7% | +4.9% | -11.6% | -7.5% |
| 3M | -5.4% | +10.8% | -16.2% | -7.4% |
| 6M | +4.4% | +19.7% | -15.3% | +0.6% |
| YTD | +14.9% | +38.4% | -23.4% | +8.2% |
| 1Y | +9.3% | +34.7% | -25.4% | +3.0% |
| 3Y | +121.7% | +56.7% | +65.1% | +99.5% |
| 5Y | +148.2% | +241.6% | -93.5% | +96.6% |
| 10Y | +957.3% | +20.2% | +937.1% | +810.2% |
| All | +957.3% | +17.1% | +940.1% | +810.2% |
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