+379.4%
TTD vs FLEX
+1,002.6%
-623.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.0% |
| 7D | +6.3% | -0.9% | +7.2% | +6.7% |
| 30D | -23.9% | -10.1% | -13.7% | -20.7% |
| 3M | -31.4% | -31.3% | 0.0% | -22.1% |
| 6M | -42.7% | +71.3% | -113.9% | -63.3% |
| YTD | -62.0% | +81.2% | -143.2% | -76.9% |
| 1Y | -72.2% | +98.5% | -170.7% | -84.4% |
| 3Y | -81.9% | +428.2% | -510.2% | -94.9% |
| 5Y | -81.5% | +657.3% | -738.8% | -95.8% |
| All | +379.4% | +1,002.6% | -623.2% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling