-69.7%
TTD vs FLR
+30.6%
-100.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +0.3% |
| 7D | -7.4% | -6.9% | -0.6% | -8.4% |
| 30D | +3.0% | +1.1% | +1.9% | +3.3% |
| 3M | -27.6% | +14.3% | -41.9% | -25.5% |
| 6M | -49.5% | +19.1% | -68.6% | -48.2% |
| YTD | -63.2% | +35.1% | -98.3% | -63.0% |
| 1Y | -69.7% | +29.5% | -99.2% | -68.7% |
| All | -69.7% | +30.6% | -100.3% | -68.7% |
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