+19.6%
FLEX vs TCOM
-39.5%
+59.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -13.6% | +6.5% | -20.2% | -13.6% |
| 30D | -36.5% | +13.3% | -49.8% | -36.7% |
| 3M | -36.4% | -6.5% | -30.0% | -35.1% |
| 6M | -46.5% | -16.3% | -30.2% | -41.9% |
| YTD | +25.9% | -38.7% | +64.6% | +38.6% |
| 1Y | +19.6% | -40.1% | +59.7% | +32.3% |
| All | +19.6% | -39.5% | +59.1% | +32.3% |
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