+376.4%
TTD vs FLR
+20.0%
+356.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | -0.6% | -3.5% | +2.9% | +0.1% |
| 30D | +6.3% | +4.2% | +2.1% | +5.2% |
| 3M | -24.1% | +8.1% | -32.2% | -27.0% |
| 6M | -47.4% | +21.5% | -69.0% | -51.5% |
| YTD | -62.2% | +36.8% | -99.0% | -66.3% |
| 1Y | -68.3% | +31.2% | -99.5% | -71.6% |
| 3Y | -83.4% | +53.9% | -137.3% | -86.0% |
| 5Y | -80.3% | +243.0% | -323.3% | -86.1% |
| All | +376.4% | +20.0% | +356.4% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling