+730.0%
FLEX vs TDY
+39.0%
+691.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +6.2% |
| 7D | +5.7% | -1.1% | +6.8% | +6.7% |
| 30D | -7.0% | -12.0% | +5.0% | +3.6% |
| 3M | -23.8% | -3.2% | -20.6% | -20.9% |
| 6M | +82.6% | -7.9% | +90.5% | +97.9% |
| YTD | +91.6% | +18.2% | +73.4% | +71.7% |
| 1Y | +100.6% | +6.7% | +93.9% | +93.6% |
| 3Y | +479.8% | +47.5% | +432.2% | +337.7% |
| All | +730.0% | +39.0% | +691.0% | +524.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling