+726.2%
FLEX vs TCOM
+26.3%
+699.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | +7.0% | -7.6% | +14.6% | +8.5% |
| 30D | -5.8% | -12.2% | +6.4% | -3.6% |
| 3M | -24.2% | -14.2% | -10.0% | -22.6% |
| 6M | +90.8% | -25.0% | +115.8% | +100.8% |
| YTD | +89.2% | -43.7% | +132.9% | +109.5% |
| 1Y | +104.7% | -44.5% | +149.2% | +127.2% |
| 3Y | +478.1% | +13.4% | +464.7% | +448.8% |
| 5Y | +726.2% | +26.5% | +699.7% | +640.1% |
| All | +726.2% | +26.3% | +699.9% | +640.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling