+90.2%
TT vs FLR
+27.4%
+62.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -14.0% | -9.1% | -4.9% | -12.2% |
| 3M | -15.9% | -4.7% | -11.2% | -15.6% |
| 6M | -17.3% | -14.2% | -3.1% | -15.5% |
| YTD | +4.0% | +17.3% | -13.3% | -1.1% |
| 1Y | -7.1% | +4.3% | -11.4% | -9.5% |
| 3Y | +90.2% | +30.7% | +59.5% | +66.0% |
| All | +90.2% | +27.4% | +62.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling