+1,086.7%
FLEX vs TTMI
+1,044.1%
+42.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.6% |
| 7D | +6.4% | +7.5% | -1.1% | +2.2% |
| 30D | -5.9% | -4.5% | -1.4% | -4.1% |
| 3M | -23.5% | -28.5% | +5.1% | -10.1% |
| 6M | +83.7% | +28.4% | +55.4% | +55.6% |
| YTD | +86.5% | +80.1% | +6.4% | +28.7% |
| 1Y | +100.5% | +161.0% | -60.5% | +10.6% |
| 3Y | +469.8% | +862.4% | -392.6% | +47.0% |
| 5Y | +725.7% | +812.9% | -87.3% | +105.9% |
| 10Y | +1,086.7% | +1,094.7% | -8.0% | +174.2% |
| All | +1,086.7% | +1,044.1% | +42.6% | +174.2% |
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