+683.9%
TTMI vs FLR
+609.6%
+74.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +12.2% | +0.7% | +11.5% | +11.8% |
| 30D | -5.7% | -0.7% | -5.1% | -5.6% |
| 3M | -27.5% | +14.3% | -41.8% | -30.9% |
| 6M | +47.1% | +25.6% | +21.5% | +35.8% |
| YTD | +87.5% | +42.9% | +44.6% | +65.1% |
| 1Y | +175.2% | +38.7% | +136.5% | +145.8% |
| 3Y | +901.9% | +61.8% | +840.2% | +718.2% |
| 5Y | +843.5% | +254.1% | +589.4% | +459.7% |
| 10Y | +1,077.0% | +20.0% | +1,056.9% | +692.3% |
| All | +683.9% | +609.6% | +74.4% | +151.1% |
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