+466.6%
FLEX vs TT
+137.3%
+329.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -13.6% | +0.8% | -14.4% | -13.5% |
| 30D | -36.5% | -11.8% | -24.7% | -29.5% |
| 3M | -36.4% | -11.6% | -24.9% | -29.4% |
| 6M | -46.5% | -9.3% | -37.2% | -41.1% |
| YTD | +25.9% | +8.9% | +17.0% | +23.0% |
| 1Y | +19.6% | -2.2% | +21.8% | +25.6% |
| 3Y | +287.0% | +91.9% | +195.1% | +163.5% |
| 5Y | +466.6% | +136.0% | +330.6% | +189.1% |
| All | +466.6% | +137.3% | +329.3% | +189.1% |
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