+663.2%
FLEX vs TMF
-87.5%
+750.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | -10.1% | -2.8% | -7.3% | -10.1% |
| 3M | -31.3% | -10.9% | -20.4% | -31.1% |
| 6M | +71.3% | -21.3% | +92.6% | +72.2% |
| YTD | +81.2% | -15.9% | +97.1% | +82.1% |
| 1Y | +98.5% | -15.7% | +114.2% | +99.3% |
| 3Y | +428.2% | -43.4% | +471.6% | +428.2% |
| All | +663.2% | -87.5% | +750.7% | +555.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling