+464.3%
FLEX vs TDY
+44.8%
+419.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +6.4% | -1.8% | +8.2% | +8.1% |
| 30D | -5.9% | -13.8% | +7.9% | +7.6% |
| 3M | -23.5% | -3.9% | -19.6% | -19.6% |
| 6M | +83.7% | -9.0% | +92.7% | +101.7% |
| YTD | +86.5% | +16.5% | +69.9% | +69.8% |
| 1Y | +100.5% | +9.3% | +91.2% | +90.5% |
| All | +464.3% | +44.8% | +419.5% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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