-2.2%
TT vs FLR
+7.1%
-9.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | +5.1% | -4.3% | -0.6% |
| 30D | -11.8% | -0.5% | -11.3% | -11.9% |
| 3M | -11.6% | -3.5% | -8.1% | -11.3% |
| 6M | -9.3% | +16.5% | -25.8% | -14.3% |
| YTD | +8.9% | +27.3% | -18.4% | -0.4% |
| 1Y | -2.2% | +10.6% | -12.9% | -7.3% |
| All | -2.2% | +7.1% | -9.3% | -7.3% |
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