+10.2%
FLEX vs TMF
-22.9%
+33.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | -19.3% | +1.2% | -20.5% | -19.6% |
| 30D | -41.5% | +19.7% | -61.3% | -45.9% |
| 3M | -43.1% | -2.1% | -41.0% | -41.8% |
| 6M | -48.2% | -13.4% | -34.8% | -43.3% |
| YTD | +15.5% | -16.7% | +32.2% | +25.2% |
| 1Y | +10.2% | -23.3% | +33.6% | +23.6% |
| All | +10.2% | -22.9% | +33.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling