+663.2%
FLEX vs TT
+140.2%
+523.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -31.3% | -3.0% | -28.4% | -29.1% |
| 6M | +71.3% | +1.4% | +69.9% | +73.2% |
| YTD | +81.2% | +15.9% | +65.4% | +67.3% |
| 1Y | +98.5% | +9.4% | +89.1% | +89.9% |
| 3Y | +428.2% | +124.4% | +303.9% | +222.8% |
| All | +663.2% | +140.2% | +523.1% | +295.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling