+256.8%
FLEX vs TE
-36.2%
+293.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +4.0% |
| 7D | -19.3% | -12.6% | -6.7% | -17.4% |
| 30D | -41.5% | -36.7% | -4.8% | -37.3% |
| 3M | -43.1% | -57.5% | +14.4% | -35.9% |
| 6M | -48.2% | -55.2% | +7.0% | -42.5% |
| YTD | +15.5% | -64.7% | +80.2% | +29.3% |
| 1Y | +10.2% | -35.9% | +46.1% | +14.0% |
| 3Y | +256.8% | -31.8% | +288.6% | +204.7% |
| All | +256.8% | -36.2% | +293.0% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling