+626.9%
FLEX vs TTMI
+415.6%
+211.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -0.4% |
| 7D | -13.6% | -11.5% | -2.1% | -7.3% |
| 30D | -36.5% | -40.3% | +3.8% | -18.5% |
| 3M | -36.4% | -44.5% | +8.0% | -15.9% |
| 6M | -46.5% | -54.1% | +7.6% | -23.1% |
| YTD | +25.9% | +4.7% | +21.3% | +11.6% |
| 1Y | +19.6% | +3.3% | +16.2% | +5.0% |
| 3Y | +287.0% | +407.2% | -120.2% | +32.2% |
| 5Y | +466.6% | +406.5% | +60.1% | +79.5% |
| 10Y | +626.9% | +420.4% | +206.5% | +117.6% |
| All | +626.9% | +415.6% | +211.4% | +117.6% |
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