+149.9%
FLEX vs TEM
+89.7%
+60.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | +17.1% | +7.8% | +9.3% | +15.8% |
| 30D | -29.5% | +11.2% | -40.8% | -30.4% |
| 3M | -37.3% | +39.0% | -76.2% | -41.0% |
| 6M | -44.1% | +61.6% | -105.7% | -49.0% |
| YTD | +29.3% | +28.5% | +0.8% | +20.8% |
| 1Y | +24.2% | +6.7% | +17.4% | +19.4% |
| All | +149.9% | +89.7% | +60.2% | +109.9% |
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