+28.4%
FLEX vs TFC
+15.8%
+12.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.2% | +3.4% | +3.0% |
| 30D | -32.6% | +7.8% | -40.4% | -35.5% |
| 3M | -35.5% | -3.0% | -32.5% | -34.1% |
| 6M | -45.6% | +5.8% | -51.4% | -48.4% |
| YTD | +30.7% | +5.3% | +25.4% | +17.1% |
| 1Y | +28.4% | +15.7% | +12.7% | +1.9% |
| All | +28.4% | +15.8% | +12.6% | +1.9% |
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