+663.2%
FLEX vs TFC
+16.2%
+647.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | +2.4% | -3.3% | -2.2% |
| 30D | -10.1% | -1.3% | -8.8% | -9.5% |
| 3M | -31.3% | +6.1% | -37.4% | -33.7% |
| 6M | +71.3% | +7.3% | +63.9% | +64.5% |
| YTD | +81.2% | +8.2% | +73.0% | +72.7% |
| 1Y | +98.5% | +14.4% | +84.1% | +83.2% |
| 3Y | +428.2% | +93.7% | +334.5% | +275.2% |
| All | +663.2% | +16.2% | +647.0% | +582.6% |
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