+652.8%
FLEX vs TMF
-81.0%
+733.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | -3.4% | +5.6% | +1.9% |
| 30D | -32.6% | +11.5% | -44.1% | -31.8% |
| 3M | -35.5% | -4.5% | -31.0% | -35.6% |
| 6M | -45.6% | -15.0% | -30.6% | -46.3% |
| YTD | +30.7% | -19.9% | +50.6% | +28.1% |
| 1Y | +28.4% | -26.6% | +54.9% | +24.5% |
| 3Y | +301.7% | -29.8% | +331.5% | +295.5% |
| 5Y | +473.3% | -88.2% | +561.5% | +300.5% |
| All | +652.8% | -81.0% | +733.8% | +542.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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