+172.6%
TTMI vs FLR
+31.2%
+141.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.2% | +10.5% |
| 7D | +5.9% | +5.4% | +0.4% | +1.4% |
| 30D | -4.3% | +11.4% | -15.7% | -13.5% |
| 3M | -32.0% | +11.4% | -43.5% | -37.6% |
| 6M | +19.5% | +16.6% | +2.8% | +4.1% |
| YTD | +82.0% | +41.7% | +40.3% | +35.9% |
| 1Y | +172.6% | +35.4% | +137.2% | +113.2% |
| All | +172.6% | +31.2% | +141.4% | +113.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling