+254.4%
FLEX vs TLN
+630.2%
-375.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +1.4% |
| 7D | -19.3% | -1.3% | -18.0% | -18.5% |
| 30D | -41.5% | -10.5% | -31.0% | -38.1% |
| 3M | -43.1% | +0.1% | -43.2% | -42.8% |
| 6M | -48.2% | -17.4% | -30.8% | -44.0% |
| YTD | +15.5% | -9.7% | +25.1% | +19.8% |
| 1Y | +10.2% | -12.3% | +22.5% | +15.2% |
| 3Y | +256.8% | +528.3% | -271.4% | +102.3% |
| All | +254.4% | +630.2% | -375.8% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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