+1,005.1%
FLEX vs TT
+912.5%
+92.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.9% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -10.1% | -7.2% | -3.0% | -4.8% |
| 3M | -31.3% | -3.0% | -28.4% | -29.2% |
| 6M | +71.3% | +1.4% | +69.9% | +73.0% |
| YTD | +81.2% | +15.9% | +65.4% | +65.5% |
| 1Y | +98.5% | +9.4% | +89.1% | +88.4% |
| 3Y | +428.2% | +124.4% | +303.9% | +194.2% |
| 5Y | +657.3% | +138.0% | +519.3% | +292.2% |
| All | +1,005.1% | +912.5% | +92.6% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling