+379.4%
TTD vs FLR
+24.3%
+355.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.0% | -3.9% |
| 7D | +6.3% | +5.4% | +0.9% | +5.1% |
| 30D | -23.9% | +11.4% | -35.3% | -26.8% |
| 3M | -31.4% | +11.4% | -42.8% | -34.5% |
| 6M | -42.7% | +16.6% | -59.3% | -46.7% |
| YTD | -62.0% | +41.7% | -103.7% | -66.4% |
| 1Y | -72.2% | +35.4% | -107.6% | -75.3% |
| 3Y | -81.9% | +57.3% | -139.3% | -84.8% |
| 5Y | -81.5% | +241.0% | -322.5% | -86.9% |
| All | +379.4% | +24.3% | +355.1% | +212.7% |
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