+25.0%
FLEX vs TCOM
-39.6%
+64.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.2% | -15.5% | -12.4% |
| 7D | -17.0% | +10.7% | -27.7% | -17.4% |
| 30D | -33.8% | +10.1% | -43.9% | -34.2% |
| 3M | -39.0% | -8.9% | -30.2% | -37.8% |
| 6M | -15.9% | -19.2% | +3.3% | -8.5% |
| YTD | +27.8% | -40.6% | +68.5% | +41.4% |
| 1Y | +25.0% | -39.0% | +64.0% | +35.9% |
| All | +25.0% | -39.6% | +64.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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