+640.4%
FLEX vs TMF
-83.0%
+723.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +12.0% | +12.0% |
| 7D | -7.2% | +0.6% | -7.8% | -7.0% |
| 30D | -34.8% | +16.3% | -51.1% | -33.6% |
| 3M | -35.6% | -2.7% | -32.9% | -35.5% |
| 6M | -45.0% | -13.2% | -31.8% | -45.6% |
| YTD | +29.4% | -16.7% | +46.1% | +27.3% |
| 1Y | +24.8% | -22.7% | +47.5% | +21.7% |
| 3Y | +304.4% | -26.1% | +330.5% | +300.6% |
| 5Y | +484.1% | -88.4% | +572.5% | +304.0% |
| 10Y | +640.4% | -81.8% | +722.2% | +546.2% |
| All | +640.4% | -83.0% | +723.4% | +546.2% |
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