+663.2%
FLEX vs TTMI
+804.2%
-141.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | -2.8% |
| 7D | -0.9% | +5.9% | -6.8% | -3.8% |
| 30D | -10.1% | -4.3% | -5.8% | -8.7% |
| 3M | -31.3% | -32.0% | +0.7% | -18.5% |
| 6M | +71.3% | +19.5% | +51.8% | +52.5% |
| YTD | +81.2% | +82.0% | -0.8% | +30.1% |
| 1Y | +98.5% | +172.6% | -74.1% | +14.6% |
| 3Y | +428.2% | +744.7% | -316.4% | +70.0% |
| All | +663.2% | +804.2% | -141.0% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling