+478.1%
FLEX vs TTMI
+857.4%
-379.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +2.9% |
| 7D | +7.0% | +12.2% | -5.2% | +0.9% |
| 30D | -5.8% | -5.7% | -0.1% | -3.5% |
| 3M | -24.2% | -27.5% | +3.3% | -12.5% |
| 6M | +90.8% | +47.1% | +43.7% | +54.6% |
| YTD | +89.2% | +87.5% | +1.7% | +34.1% |
| 1Y | +104.7% | +175.2% | -70.5% | +17.2% |
| 3Y | +478.1% | +901.9% | -423.9% | +83.5% |
| All | +478.1% | +857.4% | -379.4% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling