+484.1%
FLEX vs TMF
-88.4%
+572.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +12.0% | +12.0% |
| 7D | -7.2% | +0.6% | -7.8% | -7.2% |
| 30D | -34.8% | +16.3% | -51.1% | -35.2% |
| 3M | -35.6% | -2.7% | -32.9% | -35.5% |
| 6M | -45.0% | -13.2% | -31.8% | -44.7% |
| YTD | +29.4% | -16.7% | +46.1% | +30.2% |
| 1Y | +24.8% | -22.7% | +47.5% | +25.7% |
| 3Y | +304.4% | -26.1% | +330.5% | +306.0% |
| 5Y | +484.1% | -88.4% | +572.5% | +388.7% |
| All | +484.1% | -88.4% | +572.5% | +388.7% |
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