+456.1%
FLEX vs TLN
+583.6%
-127.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -0.1% |
| 7D | -0.9% | +7.1% | -8.0% | -3.7% |
| 30D | -10.1% | -3.9% | -6.3% | -8.8% |
| 3M | -31.3% | -16.2% | -15.2% | -26.4% |
| 6M | +71.3% | -5.8% | +77.1% | +75.8% |
| YTD | +81.2% | -15.4% | +96.7% | +91.8% |
| 1Y | +98.5% | -16.7% | +115.2% | +110.4% |
| 3Y | +428.2% | +473.8% | -45.5% | +209.6% |
| All | +456.1% | +583.6% | -127.4% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling