+25.0%
FLEX vs TTMI
+9.6%
+15.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -10.1% | -2.2% | -7.3% |
| 7D | -17.0% | -19.2% | +2.2% | -7.6% |
| 30D | -33.8% | -44.9% | +11.0% | -13.3% |
| 3M | -39.0% | -44.7% | +5.7% | -20.6% |
| 6M | -15.9% | -53.4% | +37.5% | +17.7% |
| YTD | +27.8% | +6.3% | +21.5% | +24.2% |
| 1Y | +25.0% | +10.7% | +14.3% | +18.0% |
| All | +25.0% | +9.6% | +15.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling