+25.0%
FLEX vs TT
-6.5%
+31.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.7% | -10.7% | -10.4% |
| 7D | -17.0% | -8.5% | -8.5% | -8.0% |
| 30D | -33.8% | -12.8% | -21.0% | -22.4% |
| 3M | -39.0% | -12.9% | -26.2% | -28.5% |
| 6M | -15.9% | -15.2% | -0.7% | +3.0% |
| YTD | +27.8% | +6.2% | +21.6% | +31.4% |
| 1Y | +25.0% | -4.5% | +29.5% | +49.3% |
| All | +25.0% | -6.5% | +31.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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