+922.7%
FLEX vs TCOM
+2,694.8%
-1,772.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.9% | -9.5% | +8.6% | +1.6% |
| 30D | -10.1% | -10.7% | +0.6% | -7.7% |
| 3M | -31.3% | -14.6% | -16.7% | -29.3% |
| 6M | +71.3% | -19.3% | +90.6% | +79.3% |
| YTD | +81.2% | -42.9% | +124.2% | +106.5% |
| 1Y | +98.5% | -43.8% | +142.3% | +126.8% |
| 3Y | +428.2% | +2.1% | +426.1% | +397.0% |
| 5Y | +657.3% | +31.2% | +626.0% | +514.1% |
| 10Y | +995.9% | -13.9% | +1,009.9% | +835.4% |
| All | +922.7% | +2,694.8% | -1,772.1% | +267.6% |
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