+831.5%
FLEX vs TW
+291.9%
+539.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.0% |
| 7D | -13.6% | +3.1% | -16.7% | -14.5% |
| 30D | -36.5% | +16.7% | -53.2% | -39.9% |
| 3M | -36.4% | +25.2% | -61.6% | -41.5% |
| 6M | -46.5% | +19.5% | -65.9% | -50.8% |
| YTD | +25.9% | +21.0% | +4.9% | +13.6% |
| 1Y | +19.6% | +19.0% | +0.6% | +8.5% |
| 3Y | +287.0% | +40.7% | +246.3% | +212.0% |
| 5Y | +466.6% | +40.1% | +426.5% | +347.0% |
| All | +831.5% | +291.9% | +539.5% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling