+416.7%
FLEX vs TT
+129.2%
+287.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.7% |
| 7D | -19.3% | -2.0% | -17.3% | -17.5% |
| 30D | -41.5% | -14.0% | -27.5% | -33.9% |
| 3M | -43.1% | -15.9% | -27.2% | -34.4% |
| 6M | -48.2% | -17.3% | -30.9% | -39.1% |
| YTD | +15.5% | +4.0% | +11.5% | +16.8% |
| 1Y | +10.2% | -7.1% | +17.3% | +20.3% |
| 3Y | +256.8% | +90.2% | +166.6% | +145.9% |
| All | +416.7% | +129.2% | +287.5% | +169.6% |
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