+25.0%
FLEX vs TW
+20.8%
+4.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.0% | -13.3% | -11.7% |
| 7D | -17.0% | +6.0% | -23.0% | -14.0% |
| 30D | -33.8% | +18.6% | -52.4% | -27.2% |
| 3M | -39.0% | +26.5% | -65.6% | -30.3% |
| 6M | -15.9% | +13.1% | -29.0% | -4.1% |
| YTD | +27.8% | +18.5% | +9.3% | +47.5% |
| 1Y | +25.0% | +21.7% | +3.2% | +44.4% |
| All | +25.0% | +20.8% | +4.2% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling