+22.8%
FLEX vs TW
+18.0%
+4.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +12.3% |
| 7D | -7.2% | +3.4% | -10.6% | -5.3% |
| 30D | -34.8% | +15.5% | -50.2% | -29.2% |
| 3M | -35.6% | +25.1% | -60.7% | -26.9% |
| 6M | -45.0% | +18.2% | -63.2% | -36.9% |
| YTD | +29.4% | +19.7% | +9.7% | +50.0% |
| All | +22.8% | +18.0% | +4.9% | +41.8% |
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