+4,785.6%
FLEX vs TT
+7,906.9%
-3,121.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -10.9% |
| 7D | -28.3% | -9.0% | -19.3% | -23.6% |
| 30D | -45.0% | -17.6% | -27.4% | -37.7% |
| 3M | -45.2% | -18.7% | -26.6% | -37.3% |
| 6M | -30.8% | -17.4% | -13.4% | -20.6% |
| YTD | +10.4% | +1.5% | +8.9% | +12.0% |
| 1Y | +2.3% | -9.4% | +11.6% | +11.1% |
| 3Y | +238.9% | +85.1% | +153.8% | +139.0% |
| 5Y | +386.0% | +125.7% | +260.3% | +197.9% |
| 10Y | +551.1% | +757.3% | -206.2% | +82.5% |
| All | +4,785.6% | +7,906.9% | -3,121.3% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling