+663.2%
FLEX vs TE
-47.8%
+711.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -0.9% | -4.0% | +3.1% | -0.4% |
| 30D | -10.1% | -15.9% | +5.8% | -8.2% |
| 3M | -31.3% | -60.5% | +29.2% | -22.9% |
| 6M | +71.3% | -35.2% | +106.5% | +76.5% |
| YTD | +81.2% | -31.1% | +112.4% | +83.4% |
| 1Y | +98.5% | +148.6% | -50.2% | +63.0% |
| 3Y | +428.2% | -26.4% | +454.6% | +360.4% |
| All | +663.2% | -47.8% | +711.1% | +561.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling