+478.1%
FLEX vs TGT
+46.0%
+432.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.5% |
| 7D | +7.0% | -0.6% | +7.6% | +7.1% |
| 30D | -5.8% | +9.5% | -15.3% | -7.3% |
| 3M | -24.2% | +32.3% | -56.5% | -28.5% |
| 6M | +90.8% | +37.0% | +53.8% | +78.4% |
| YTD | +89.2% | +71.0% | +18.2% | +68.2% |
| 1Y | +104.7% | +85.0% | +19.7% | +78.6% |
| 3Y | +478.1% | +46.8% | +431.3% | +409.0% |
| All | +478.1% | +46.0% | +432.1% | +409.0% |
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