+103.4%
FLEX vs TW
-13.2%
+116.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +3.0% |
| 7D | +7.0% | -3.5% | +10.4% | +5.3% |
| 30D | -5.8% | +0.5% | -6.3% | -5.5% |
| 3M | -24.2% | +4.9% | -29.2% | -21.9% |
| 6M | +90.8% | -17.1% | +107.9% | +91.8% |
| YTD | +89.2% | -3.9% | +93.0% | +93.7% |
| All | +103.4% | -13.2% | +116.6% | +97.7% |
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