+5,008.5%
FLEX vs TT
+8,097.2%
-3,088.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.1% |
| 7D | -19.3% | -2.0% | -17.3% | -17.9% |
| 30D | -41.5% | -14.0% | -27.5% | -35.5% |
| 3M | -43.1% | -15.9% | -27.2% | -36.2% |
| 6M | -48.2% | -17.3% | -30.9% | -40.8% |
| YTD | +15.5% | +4.0% | +11.5% | +15.4% |
| 1Y | +10.2% | -7.1% | +17.3% | +18.0% |
| 3Y | +256.8% | +90.2% | +166.6% | +147.5% |
| 5Y | +408.2% | +131.1% | +277.1% | +207.1% |
| 10Y | +580.8% | +777.7% | -196.9% | +88.1% |
| All | +5,008.5% | +8,097.2% | -3,088.7% | +301.1% |
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