+25.0%
FLEX vs TEM
-11.1%
+36.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.8% | -9.5% | -11.8% |
| 7D | -17.0% | -1.3% | -15.7% | -16.8% |
| 30D | -33.8% | -9.5% | -24.3% | -33.3% |
| 3M | -39.0% | +60.7% | -99.7% | -44.5% |
| 6M | -15.9% | +35.5% | -51.4% | -20.8% |
| YTD | +27.8% | +28.0% | -0.2% | +16.6% |
| 1Y | +25.0% | -10.5% | +35.5% | +32.8% |
| All | +25.0% | -11.1% | +36.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling