+1,099.1%
FLEX vs TE
-48.3%
+1,147.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.0% | -5.6% | +2.9% |
| 7D | +7.0% | +18.2% | -11.3% | +4.4% |
| 30D | -5.8% | -13.5% | +7.7% | -4.1% |
| 3M | -24.2% | -44.6% | +20.4% | -18.6% |
| 6M | +90.8% | -24.7% | +115.5% | +92.5% |
| YTD | +89.2% | -24.3% | +113.4% | +88.7% |
| 1Y | +104.7% | +155.6% | -50.8% | +68.1% |
| 3Y | +478.1% | -18.3% | +496.3% | +392.3% |
| 5Y | +726.2% | -41.3% | +767.5% | +606.1% |
| All | +1,099.1% | -48.3% | +1,147.4% | +1,053.5% |
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