+644.7%
FLEX vs TGT
+205.2%
+439.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +17.1% | +2.6% | +14.5% | +16.4% |
| 30D | -29.5% | +6.6% | -36.2% | -30.9% |
| 3M | -37.3% | +5.2% | -42.5% | -38.5% |
| 6M | -44.1% | +35.3% | -79.4% | -49.4% |
| YTD | +29.3% | +70.3% | -41.0% | +8.9% |
| 1Y | +24.2% | +81.2% | -57.0% | +2.6% |
| 3Y | +297.3% | +66.9% | +230.4% | +218.7% |
| 5Y | +446.2% | -27.2% | +473.4% | +451.7% |
| All | +644.7% | +205.2% | +439.5% | +451.9% |
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