+26.0%
FLEX vs TT
-2.3%
+28.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -2.3% |
| 7D | +7.5% | +4.0% | +3.4% | +2.8% |
| 30D | -25.3% | -11.3% | -14.0% | -13.7% |
| 3M | -39.7% | -12.3% | -27.4% | -29.2% |
| 6M | -47.9% | -10.8% | -37.0% | -39.2% |
| YTD | +24.1% | +8.2% | +15.9% | +28.0% |
| 1Y | +26.0% | +1.5% | +24.5% | +37.2% |
| All | +26.0% | -2.3% | +28.2% | +37.2% |
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