+25.0%
FLEX vs TFC
+20.8%
+4.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.3% | -13.6% |
| 7D | -17.0% | +5.1% | -22.0% | -19.2% |
| 30D | -33.8% | +9.8% | -43.6% | -37.4% |
| 3M | -39.0% | -2.4% | -36.6% | -38.0% |
| 6M | -15.9% | +4.9% | -20.8% | -19.0% |
| YTD | +27.8% | +6.6% | +21.3% | +13.8% |
| 1Y | +25.0% | +21.3% | +3.7% | -5.7% |
| All | +25.0% | +20.8% | +4.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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