+754.2%
FLEX vs TW
+286.2%
+468.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | -19.3% | +4.2% | -23.5% | -20.4% |
| 30D | -41.5% | +18.9% | -60.5% | -45.0% |
| 3M | -43.1% | +23.8% | -66.9% | -47.4% |
| 6M | -48.2% | +17.0% | -65.2% | -52.1% |
| YTD | +15.5% | +19.2% | -3.7% | +4.7% |
| 1Y | +10.2% | +20.1% | -9.9% | -0.6% |
| 3Y | +256.8% | +40.5% | +216.3% | +187.0% |
| 5Y | +408.2% | +38.0% | +370.2% | +302.8% |
| All | +754.2% | +286.2% | +468.0% | +301.9% |
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