+123.0%
TT vs FLR
+56.7%
+66.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.4% |
| 7D | 0.0% | +5.4% | -5.4% | -1.2% |
| 30D | -7.2% | +11.4% | -18.5% | -9.9% |
| 3M | -3.0% | +11.4% | -14.4% | -6.1% |
| 6M | +1.4% | +16.6% | -15.3% | -3.5% |
| YTD | +15.9% | +41.7% | -25.8% | +5.5% |
| 1Y | +9.4% | +35.4% | -26.0% | +0.2% |
| All | +123.0% | +56.7% | +66.2% | +81.4% |
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