+734.7%
TT vs FLR
+10.4%
+724.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | +5.1% | -4.3% | 0.0% |
| 30D | -11.8% | -0.5% | -11.3% | -11.7% |
| 3M | -11.6% | -3.5% | -8.1% | -11.2% |
| 6M | -9.3% | +16.5% | -25.8% | -12.0% |
| YTD | +8.9% | +27.3% | -18.4% | +3.7% |
| 1Y | -2.2% | +10.6% | -12.9% | -4.9% |
| 3Y | +91.9% | +39.4% | +52.5% | +75.7% |
| 5Y | +136.0% | +126.4% | +9.6% | +98.4% |
| 10Y | +734.7% | +8.4% | +726.3% | +671.5% |
| All | +734.7% | +10.4% | +724.4% | +671.5% |
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