+576.9%
FLEX vs TDY
+7,137.3%
-6,560.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -0.9% | -1.8% | +0.9% | 0.0% |
| 30D | -10.1% | -10.7% | +0.5% | -4.9% |
| 3M | -31.3% | -1.3% | -30.1% | -30.4% |
| 6M | +71.3% | -10.6% | +81.8% | +82.9% |
| YTD | +81.2% | +19.6% | +61.7% | +68.2% |
| 1Y | +98.5% | +11.6% | +86.9% | +90.0% |
| 3Y | +428.2% | +45.2% | +383.0% | +348.1% |
| 5Y | +657.3% | +36.1% | +621.2% | +561.8% |
| 10Y | +995.9% | +458.8% | +537.1% | +412.4% |
| All | +576.9% | +7,137.3% | -6,560.4% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling