+238.9%
FLEX vs TTMI
+504.4%
-265.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | -2.0% |
| 7D | -0.9% | +5.9% | -6.8% | -3.3% |
| 30D | -10.1% | -4.3% | -5.8% | -8.9% |
| 3M | -31.3% | -32.0% | +0.7% | -20.7% |
| 6M | +71.3% | +19.5% | +51.8% | +56.1% |
| YTD | +81.2% | +82.0% | -0.8% | +38.2% |
| 1Y | +98.5% | +172.6% | -74.1% | +27.3% |
| 3Y | +428.2% | +744.7% | -316.4% | +112.3% |
| 5Y | +657.3% | +805.6% | -148.3% | +187.9% |
| 10Y | +995.9% | +1,057.6% | -61.7% | +269.8% |
| All | +238.9% | +504.4% | -265.5% | -29.0% |
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 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