+7,917.6%
FLEX vs TT
+9,038.6%
-1,121.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.7% |
| 30D | -10.1% | -7.4% | -2.8% | -5.7% |
| 3M | -31.3% | -3.2% | -28.1% | -29.4% |
| 6M | +71.3% | +1.1% | +70.2% | +73.1% |
| YTD | +81.2% | +15.6% | +65.6% | +68.4% |
| 1Y | +98.5% | +9.2% | +89.3% | +90.6% |
| 3Y | +428.2% | +124.4% | +303.9% | +226.3% |
| 5Y | +657.3% | +138.0% | +519.3% | +344.1% |
| 10Y | +995.9% | +886.4% | +109.5% | +178.9% |
| All | +7,917.6% | +9,038.6% | -1,121.0% | +484.4% |
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