+478.1%
FLEX vs TCOM
+13.4%
+464.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | +7.0% | -7.6% | +14.6% | +8.7% |
| 30D | -5.8% | -12.2% | +6.4% | -3.4% |
| 3M | -24.2% | -14.2% | -10.0% | -22.3% |
| 6M | +90.8% | -25.0% | +115.8% | +103.1% |
| YTD | +89.2% | -43.7% | +132.9% | +113.5% |
| 1Y | +104.7% | -44.5% | +149.2% | +131.7% |
| 3Y | +478.1% | +13.4% | +464.7% | +441.9% |
| All | +478.1% | +13.4% | +464.7% | +441.9% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling