-80.6%
TTD vs FLEX
+300.7%
-381.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +12.0% | +3.4% | +13.9% |
| 7D | +19.0% | -7.2% | +26.1% | +19.5% |
| 30D | +23.6% | -34.8% | +58.4% | +29.3% |
| 3M | +8.2% | -35.6% | +43.8% | +12.9% |
| 6M | -35.3% | -45.0% | +9.7% | -32.0% |
| YTD | -60.7% | +29.4% | -90.0% | -68.4% |
| 1Y | -65.3% | +24.8% | -90.1% | -72.0% |
| 3Y | -80.6% | +304.4% | -385.0% | -90.4% |
| All | -80.6% | +300.7% | -381.2% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling