+100.5%
FLEX vs TTMI
+164.8%
-64.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.5% |
| 7D | +6.4% | +7.5% | -1.1% | +2.5% |
| 30D | -5.9% | -4.5% | -1.4% | -4.1% |
| 3M | -23.5% | -28.5% | +5.1% | -11.4% |
| 6M | +83.7% | +28.4% | +55.4% | +62.2% |
| YTD | +86.5% | +80.1% | +6.4% | +42.0% |
| 1Y | +100.5% | +161.0% | -60.5% | +29.0% |
| All | +100.5% | +164.8% | -64.3% | +29.0% |
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