+265.7%
FLEX vs TEM
+60.7%
+204.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +7.0% | +3.2% | +3.7% | +6.5% |
| 30D | -5.8% | +23.5% | -29.3% | -9.5% |
| 3M | -24.2% | +32.3% | -56.5% | -28.2% |
| 6M | +90.8% | +23.0% | +67.8% | +80.9% |
| YTD | +89.2% | +8.9% | +80.3% | +82.0% |
| 1Y | +104.7% | -19.9% | +124.6% | +105.4% |
| All | +265.7% | +60.7% | +204.9% | +216.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling