-83.2%
TTD vs FLR
+126.4%
-209.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +19.9% | +5.1% | +14.8% | +18.3% |
| 30D | +27.6% | -0.5% | +28.1% | +27.7% |
| 3M | +15.2% | -3.5% | +18.6% | +15.9% |
| 6M | -33.2% | +16.5% | -49.7% | -39.3% |
| YTD | -59.4% | +27.3% | -86.7% | -65.5% |
| 1Y | -64.4% | +10.6% | -75.0% | -68.0% |
| 3Y | -75.9% | +39.4% | -115.3% | -81.9% |
| All | -83.2% | +126.4% | -209.5% | -90.3% |
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