+301.0%
FLEX vs TLN
+716.6%
-415.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +1.6% |
| 7D | +2.2% | +15.9% | -13.7% | -4.0% |
| 30D | -32.6% | -0.3% | -32.4% | -32.1% |
| 3M | -35.5% | +5.8% | -41.3% | -36.8% |
| 6M | -45.6% | -1.2% | -44.3% | -45.4% |
| YTD | +30.7% | +1.0% | +29.7% | +29.1% |
| 1Y | +28.4% | +1.1% | +27.3% | +26.4% |
| 3Y | +301.7% | +591.7% | -290.0% | +117.5% |
| All | +301.0% | +716.6% | -415.6% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling