+116.0%
FLEX vs TTMI
+220.0%
-104.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.3% | +1.8% |
| 7D | -19.3% | -19.8% | +0.5% | -11.5% |
| 30D | -41.5% | -48.1% | +6.6% | -25.2% |
| 3M | -43.1% | -51.2% | +8.1% | -25.6% |
| 6M | -48.2% | -59.6% | +11.4% | -27.7% |
| YTD | +15.5% | -3.6% | +19.1% | +11.8% |
| 1Y | +10.2% | -2.3% | +12.6% | +5.1% |
| 3Y | +256.8% | +369.4% | -112.5% | +79.9% |
| 5Y | +408.2% | +365.4% | +42.8% | +147.9% |
| 10Y | +580.9% | +413.2% | +167.7% | +214.0% |
| All | +116.0% | +220.0% | -104.1% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling