+303.1%
FLEX vs TT
+94.5%
+208.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.9% |
| 7D | +2.2% | +3.5% | -1.3% | -0.3% |
| 30D | -32.6% | -11.0% | -21.6% | -24.6% |
| 3M | -35.5% | -12.0% | -23.5% | -26.9% |
| 6M | -45.6% | -10.4% | -35.1% | -38.7% |
| YTD | +30.7% | +9.9% | +20.8% | +26.5% |
| 1Y | +28.4% | +1.5% | +26.9% | +32.0% |
| All | +303.1% | +94.5% | +208.5% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling