+424.8%
FLEX vs TFC
+1.3%
+423.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.7% |
| 7D | +7.5% | +2.3% | +5.2% | +6.3% |
| 30D | -25.3% | +10.8% | -36.1% | -29.5% |
| 3M | -39.7% | -3.8% | -35.9% | -38.7% |
| 6M | -47.9% | +9.6% | -57.4% | -50.8% |
| YTD | +24.1% | +5.8% | +18.3% | +19.1% |
| 1Y | +26.0% | +16.2% | +9.8% | +15.1% |
| 3Y | +282.7% | +96.0% | +186.7% | +170.3% |
| All | +424.8% | +1.3% | +423.5% | +433.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling