+614.8%
FLEX vs TTMI
+394.2%
+220.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.5% |
| 7D | +7.5% | +11.4% | -3.9% | +1.4% |
| 30D | -25.3% | -28.3% | +3.0% | -12.8% |
| 3M | -39.7% | -46.7% | +7.0% | -18.5% |
| 6M | -47.9% | -56.1% | +8.3% | -23.3% |
| YTD | +24.1% | +7.4% | +16.7% | +8.3% |
| 1Y | +26.0% | +17.4% | +8.6% | +3.1% |
| 3Y | +282.7% | +429.1% | -146.5% | +27.3% |
| 5Y | +424.2% | +418.8% | +5.5% | +63.3% |
| All | +614.8% | +394.2% | +220.6% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling