+429.1%
TTMI vs FLR
+35.7%
+393.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.2% |
| 7D | +11.4% | +5.4% | +6.0% | +8.2% |
| 30D | -28.3% | +2.8% | -31.1% | -27.9% |
| 3M | -46.7% | -6.4% | -40.3% | -43.5% |
| 6M | -56.1% | +8.8% | -64.9% | -57.0% |
| YTD | +7.4% | +23.6% | -16.2% | -1.7% |
| 1Y | +17.4% | +13.8% | +3.6% | +12.4% |
| 3Y | +429.1% | +36.5% | +392.7% | +318.6% |
| All | +429.1% | +35.7% | +393.5% | +318.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling