+9.3%
TT vs FLR
+33.3%
-24.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | +1.4% | -3.1% | +4.5% | +2.2% |
| 30D | -6.7% | +4.9% | -11.6% | -7.9% |
| 3M | -5.4% | +10.8% | -16.2% | -8.5% |
| 6M | +4.4% | +19.7% | -15.3% | -1.9% |
| YTD | +14.9% | +38.4% | -23.4% | +4.3% |
| 1Y | +9.3% | +34.7% | -25.4% | +0.8% |
| All | +9.3% | +33.3% | -24.1% | +0.8% |
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 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