+4,554.2%
TT vs FLR
+482.5%
+4,071.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -14.0% | -9.1% | -4.9% | -11.6% |
| 3M | -15.9% | -4.7% | -11.2% | -15.5% |
| 6M | -17.3% | -14.2% | -3.1% | -15.1% |
| YTD | +4.0% | +17.3% | -13.3% | -3.3% |
| 1Y | -7.1% | +4.3% | -11.4% | -10.7% |
| 3Y | +90.2% | +30.7% | +59.5% | +60.8% |
| 5Y | +131.1% | +101.3% | +29.8% | +63.0% |
| 10Y | +777.7% | +12.4% | +765.4% | +472.4% |
| All | +4,554.2% | +482.5% | +4,071.7% | +1,367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling