+725.7%
FLEX vs TGT
-25.2%
+750.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | +6.4% | -3.6% | +9.9% | +7.2% |
| 30D | -5.9% | +4.4% | -10.3% | -7.1% |
| 3M | -23.5% | +25.4% | -48.8% | -28.3% |
| 6M | +83.7% | +33.4% | +50.4% | +69.0% |
| YTD | +86.5% | +65.6% | +20.9% | +61.3% |
| 1Y | +100.5% | +80.3% | +20.2% | +69.1% |
| 3Y | +469.8% | +42.1% | +427.7% | +382.6% |
| 5Y | +725.7% | -25.0% | +750.7% | +730.1% |
| All | +725.7% | -25.2% | +750.8% | +730.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling