+637.5%
FLEX vs TCOM
+2,870.5%
-2,233.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.1% |
| 7D | +2.2% | +2.2% | +0.1% | +1.5% |
| 30D | -32.6% | +12.5% | -45.2% | -35.0% |
| 3M | -35.5% | -5.6% | -29.9% | -35.0% |
| 6M | -45.6% | -16.5% | -29.1% | -43.9% |
| YTD | +30.7% | -39.4% | +70.1% | +45.7% |
| 1Y | +28.4% | -41.0% | +69.3% | +44.0% |
| 3Y | +301.7% | +29.2% | +272.4% | +253.7% |
| 5Y | +473.3% | +41.6% | +431.6% | +354.3% |
| 10Y | +651.7% | +6.6% | +645.1% | +505.1% |
| All | +637.5% | +2,870.5% | -2,233.0% | +159.4% |
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