-72.0%
TTD vs FLR
+2.5%
-74.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.7% |
| 7D | +3.7% | +1.4% | +2.3% | +3.9% |
| 30D | +10.4% | -5.9% | +16.4% | +9.4% |
| 3M | -31.6% | -7.6% | -24.0% | -30.6% |
| 6M | -45.1% | -9.3% | -35.8% | -44.0% |
| YTD | -65.1% | +20.1% | -85.3% | -65.6% |
| 1Y | -72.0% | +3.0% | -75.0% | -72.2% |
| All | -72.0% | +2.5% | -74.5% | -72.2% |
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