+691.5%
FLEX vs TW
+26.2%
+665.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -0.9% | -2.3% | +1.4% | -0.5% |
| 30D | -10.1% | +3.9% | -14.1% | -10.8% |
| 3M | -31.3% | +5.7% | -37.1% | -32.7% |
| 6M | +71.3% | -14.5% | +85.8% | +77.7% |
| YTD | +81.2% | -0.9% | +82.1% | +78.7% |
| 1Y | +98.5% | -13.5% | +112.0% | +104.6% |
| 3Y | +428.2% | +25.0% | +403.3% | +363.6% |
| All | +691.5% | +26.2% | +665.3% | +585.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling