+365.8%
TTD vs FLEX
+1,050.9%
-685.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -4.8% |
| 7D | +1.7% | +7.0% | -5.2% | -1.4% |
| 30D | +1.6% | -5.8% | +7.4% | +3.5% |
| 3M | -27.8% | -24.2% | -3.6% | -21.9% |
| 6M | -52.1% | +90.8% | -142.9% | -71.0% |
| YTD | -63.1% | +89.2% | -152.3% | -78.0% |
| 1Y | -73.1% | +104.7% | -177.8% | -85.0% |
| 3Y | -83.3% | +478.1% | -561.4% | -95.5% |
| 5Y | -80.6% | +726.2% | -806.8% | -95.7% |
| All | +365.8% | +1,050.9% | -685.1% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling