+287.0%
FLEX vs TGT
+69.8%
+217.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | -13.6% | +5.5% | -19.1% | -14.1% |
| 30D | -36.5% | +6.0% | -42.5% | -37.0% |
| 3M | -36.4% | +8.0% | -44.4% | -37.3% |
| 6M | -46.5% | +32.3% | -78.8% | -49.5% |
| YTD | +25.9% | +71.3% | -45.3% | +12.1% |
| 1Y | +19.6% | +86.8% | -67.3% | +4.3% |
| 3Y | +287.0% | +67.9% | +219.2% | +234.0% |
| All | +287.0% | +69.8% | +217.2% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling