+420.9%
TTD vs FLR
+8.4%
+412.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.6% |
| 7D | +21.3% | +5.4% | +15.9% | +20.1% |
| 30D | +28.7% | +2.8% | +25.9% | +27.9% |
| 3M | +7.7% | -6.4% | +14.1% | +9.0% |
| 6M | -23.5% | +8.8% | -32.2% | -27.0% |
| YTD | -58.7% | +23.6% | -82.3% | -62.4% |
| 1Y | -63.4% | +13.8% | -77.2% | -66.1% |
| 3Y | -75.3% | +36.5% | -111.8% | -78.5% |
| 5Y | -84.4% | +119.3% | -203.7% | -87.9% |
| 10Y | +516.1% | +8.0% | +508.1% | +341.6% |
| All | +420.9% | +8.4% | +412.5% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling