+1,124.0%
TTMI vs FLR
+19.7%
+1,104.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +3.0% |
| 7D | +0.7% | -3.5% | +4.2% | +1.7% |
| 30D | -8.4% | +4.2% | -12.6% | -9.5% |
| 3M | -32.5% | +8.1% | -40.5% | -33.9% |
| 6M | +32.5% | +21.5% | +11.0% | +25.8% |
| YTD | +83.2% | +36.8% | +46.5% | +68.7% |
| 1Y | +161.7% | +31.2% | +130.5% | +144.5% |
| 3Y | +890.1% | +53.9% | +836.2% | +773.3% |
| 5Y | +832.4% | +243.0% | +589.4% | +573.7% |
| All | +1,124.0% | +19.7% | +1,104.3% | +923.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling