+610.6%
FLEX vs TCOM
+2,902.5%
-2,291.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -13.6% | +6.5% | -20.2% | -15.2% |
| 30D | -36.5% | +13.3% | -49.8% | -38.8% |
| 3M | -36.4% | -6.5% | -30.0% | -35.9% |
| 6M | -46.5% | -16.3% | -30.2% | -44.9% |
| YTD | +25.9% | -38.7% | +64.6% | +40.0% |
| 1Y | +19.6% | -40.1% | +59.7% | +33.7% |
| 3Y | +287.0% | +30.6% | +256.4% | +239.9% |
| 5Y | +466.6% | +45.8% | +420.8% | +345.6% |
| 10Y | +626.9% | +8.1% | +618.8% | +483.2% |
| All | +610.6% | +2,902.5% | -2,291.9% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling