+652.8%
FLEX vs TGT
+208.6%
+444.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +2.2% | +0.5% | +1.8% | +2.3% |
| 30D | -32.6% | +6.7% | -39.3% | -34.0% |
| 3M | -35.5% | +8.4% | -43.9% | -37.3% |
| 6M | -45.6% | +40.7% | -86.3% | -51.3% |
| YTD | +30.7% | +72.2% | -41.5% | +9.8% |
| 1Y | +28.4% | +86.2% | -57.8% | +5.3% |
| 3Y | +301.7% | +68.8% | +232.8% | +221.2% |
| 5Y | +473.3% | -25.2% | +498.5% | +474.5% |
| All | +652.8% | +208.6% | +444.2% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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