+565.2%
FLEX vs TFC
+90.2%
+475.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.1% |
| 7D | -19.3% | +1.2% | -20.5% | -20.1% |
| 30D | -41.5% | +8.3% | -49.9% | -44.4% |
| 3M | -43.1% | -5.2% | -37.9% | -41.7% |
| 6M | -48.2% | -0.8% | -47.4% | -48.6% |
| YTD | +15.5% | +3.4% | +12.0% | +11.8% |
| 1Y | +10.2% | +17.0% | -6.8% | -0.4% |
| 3Y | +256.8% | +86.2% | +170.7% | +145.7% |
| 5Y | +408.2% | -2.3% | +410.5% | +387.3% |
| All | +565.2% | +90.2% | +475.0% | +387.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling