+550.5%
TTD vs FLEX
+659.4%
-108.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +12.0% | +3.4% | +10.4% |
| 7D | +19.0% | -7.2% | +26.1% | +21.7% |
| 30D | +23.6% | -34.8% | +58.4% | +44.8% |
| 3M | +8.2% | -35.6% | +43.8% | +25.3% |
| 6M | -35.3% | -45.0% | +9.7% | -23.7% |
| YTD | -60.7% | +29.4% | -90.0% | -73.3% |
| 1Y | -65.3% | +24.8% | -90.1% | -76.3% |
| 3Y | -80.6% | +304.4% | -385.0% | -94.1% |
| 5Y | -84.6% | +484.1% | -568.7% | -96.2% |
| 10Y | +550.5% | +640.4% | -89.9% | +16.4% |
| All | +550.5% | +659.4% | -108.8% | +16.4% |
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