+123.2%
FLEX vs TEM
+90.1%
+33.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +3.3% |
| 7D | -19.3% | +5.3% | -24.6% | -19.9% |
| 30D | -41.5% | +8.1% | -49.6% | -42.1% |
| 3M | -43.1% | +64.9% | -108.0% | -48.1% |
| 6M | -48.2% | +42.1% | -90.4% | -51.9% |
| YTD | +15.5% | +28.8% | -13.3% | +7.7% |
| 1Y | +10.2% | +5.5% | +4.7% | +6.1% |
| All | +123.2% | +90.1% | +33.1% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling