+349.0%
TTMI vs FLR
+513.8%
-164.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | +11.4% | +5.4% | +6.0% | +9.5% |
| 30D | -28.3% | +2.8% | -31.1% | -27.9% |
| 3M | -46.7% | -6.4% | -40.3% | -44.5% |
| 6M | -56.1% | +8.8% | -64.9% | -56.6% |
| YTD | +7.4% | +23.6% | -16.2% | +1.4% |
| 1Y | +17.4% | +13.8% | +3.6% | +14.6% |
| 3Y | +429.1% | +36.5% | +392.7% | +367.9% |
| 5Y | +418.8% | +119.3% | +299.4% | +275.2% |
| 10Y | +411.2% | +8.0% | +403.3% | +266.3% |
| All | +349.0% | +513.8% | -164.9% | +54.2% |
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 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