+1,086.7%
FLEX vs TCOM
-12.7%
+1,099.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.5% |
| 7D | +6.4% | -10.2% | +16.5% | +9.4% |
| 30D | -5.9% | -16.8% | +11.0% | -1.3% |
| 3M | -23.5% | -16.7% | -6.8% | -20.5% |
| 6M | +83.7% | -27.1% | +110.8% | +98.7% |
| YTD | +86.5% | -45.5% | +132.0% | +117.1% |
| 1Y | +100.5% | -45.9% | +146.4% | +133.6% |
| 3Y | +469.8% | +9.8% | +460.1% | +419.2% |
| 5Y | +725.7% | +23.8% | +701.9% | +565.9% |
| 10Y | +1,086.7% | -10.8% | +1,097.5% | +804.2% |
| All | +1,086.7% | -12.7% | +1,099.4% | +804.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling