-45.6%
FLEX vs TTMI
-49.8%
+4.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | -1.3% |
| 7D | +2.2% | +7.2% | -5.0% | -1.8% |
| 30D | -32.6% | -28.7% | -4.0% | -21.3% |
| 3M | -35.5% | -39.8% | +4.3% | -17.6% |
| 6M | -45.6% | -51.7% | +6.2% | -21.3% |
| All | -45.6% | -49.8% | +4.2% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling