-80.7%
TTD vs FLR
+256.3%
-337.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.1% |
| 7D | +1.7% | +0.7% | +1.1% | +1.6% |
| 30D | +1.6% | -0.7% | +2.3% | +1.6% |
| 3M | -27.8% | +14.3% | -42.2% | -32.7% |
| 6M | -52.1% | +25.6% | -77.7% | -57.8% |
| YTD | -63.1% | +42.9% | -105.9% | -69.3% |
| 1Y | -73.1% | +38.7% | -111.8% | -77.7% |
| 3Y | -83.3% | +61.8% | -145.1% | -87.8% |
| All | -80.7% | +256.3% | -337.1% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling