-72.0%
TTD vs FLEX
+23.4%
-95.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -12.3% | +15.2% | +2.1% |
| 7D | +3.7% | -17.0% | +20.7% | +2.5% |
| 30D | +10.4% | -33.8% | +44.3% | +7.7% |
| 3M | -31.6% | -39.0% | +7.4% | -33.5% |
| 6M | -45.1% | -15.9% | -29.2% | -46.9% |
| YTD | -65.1% | +27.8% | -93.0% | -66.8% |
| 1Y | -72.0% | +25.0% | -97.0% | -73.5% |
| All | -72.0% | +23.4% | -95.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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