-84.0%
TTD vs FLR
+56.0%
-139.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -4.6% | -3.1% | -1.5% | -3.9% |
| 30D | +3.7% | +4.9% | -1.3% | +2.5% |
| 3M | -30.2% | +10.8% | -41.0% | -33.3% |
| 6M | -51.4% | +19.7% | -71.1% | -55.7% |
| YTD | -63.4% | +38.4% | -101.8% | -68.7% |
| 1Y | -73.5% | +34.7% | -108.2% | -77.5% |
| All | -84.0% | +56.0% | -139.9% | -87.8% |
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