+19.6%
FLEX vs TTMI
+3.3%
+16.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -0.5% |
| 7D | -13.6% | -11.5% | -2.1% | -7.8% |
| 30D | -36.5% | -40.3% | +3.8% | -19.8% |
| 3M | -36.4% | -44.5% | +8.0% | -17.3% |
| 6M | -46.5% | -54.1% | +7.6% | -24.7% |
| YTD | +25.9% | +4.7% | +21.3% | +24.8% |
| 1Y | +19.6% | +3.3% | +16.2% | +18.1% |
| All | +19.6% | +3.3% | +16.3% | +18.1% |
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