+686.5%
FLEX vs TE
-80.5%
+767.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.5% |
| 7D | +7.5% | -19.1% | +26.5% | +11.0% |
| 30D | -25.3% | -34.1% | +8.9% | -20.2% |
| 3M | -39.7% | -60.1% | +20.4% | -30.8% |
| 6M | -47.9% | -66.0% | +18.1% | -39.8% |
| YTD | +24.1% | -71.4% | +95.5% | +43.2% |
| 1Y | +26.0% | -45.3% | +71.2% | +32.4% |
| 3Y | +282.7% | +9.1% | +273.5% | +220.1% |
| 5Y | +424.2% | -82.6% | +506.8% | +429.6% |
| All | +686.5% | -80.5% | +767.0% | +775.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling