+626.9%
FLEX vs TFC
+82.1%
+544.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -13.6% | +1.7% | -15.4% | -14.5% |
| 30D | -36.5% | +9.0% | -45.5% | -39.7% |
| 3M | -36.4% | -2.1% | -34.3% | -36.0% |
| 6M | -46.5% | +3.4% | -49.8% | -48.0% |
| YTD | +25.9% | +5.3% | +20.6% | +20.9% |
| 1Y | +19.6% | +16.2% | +3.4% | +8.6% |
| 3Y | +287.0% | +94.8% | +192.2% | +159.9% |
| 5Y | +466.6% | -0.7% | +467.3% | +438.9% |
| 10Y | +626.9% | +80.9% | +546.1% | +433.5% |
| All | +626.9% | +82.1% | +544.9% | +433.5% |
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