+1,279.4%
FLEX vs TW
+211.2%
+1,068.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +6.4% | -0.5% | +6.9% | +6.5% |
| 30D | -5.9% | -0.6% | -5.3% | -5.8% |
| 3M | -23.5% | +3.4% | -26.9% | -25.9% |
| 6M | +83.7% | -18.4% | +102.2% | +94.9% |
| YTD | +86.5% | -3.9% | +90.4% | +82.9% |
| 1Y | +100.5% | -13.3% | +113.8% | +105.0% |
| 3Y | +469.8% | +20.8% | +449.0% | +379.7% |
| 5Y | +725.7% | +20.3% | +705.4% | +576.7% |
| All | +1,279.4% | +211.2% | +1,068.1% | +602.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling