+449.4%
FLEX vs TCOM
+13.4%
+436.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.9% | -9.5% | +8.6% | +1.2% |
| 30D | -10.1% | -10.7% | +0.6% | -8.1% |
| 3M | -31.3% | -14.6% | -16.7% | -29.4% |
| 6M | +71.3% | -19.3% | +90.6% | +79.1% |
| YTD | +81.2% | -42.9% | +124.2% | +104.0% |
| 1Y | +98.5% | -43.8% | +142.3% | +124.1% |
| All | +449.4% | +13.4% | +436.0% | +410.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling