+720.0%
FLEX vs TE
-76.6%
+796.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.0% | +15.0% | +12.5% |
| 7D | -7.2% | -10.5% | +3.4% | -5.4% |
| 30D | -34.8% | -32.4% | -2.3% | -30.6% |
| 3M | -35.6% | -60.9% | +25.3% | -26.2% |
| 6M | -45.0% | -62.8% | +17.8% | -37.5% |
| YTD | +29.4% | -65.7% | +95.1% | +45.2% |
| 1Y | +24.8% | -39.9% | +64.7% | +28.6% |
| 3Y | +304.4% | +10.6% | +293.8% | +233.5% |
| 5Y | +484.1% | -79.7% | +563.7% | +475.0% |
| All | +720.0% | -76.6% | +796.6% | +787.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling