+2,224.2%
FLEX vs TMF
-69.1%
+2,293.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.2% | -13.5% |
| 7D | -28.3% | +2.7% | -31.0% | -27.9% |
| 30D | -45.0% | +19.3% | -64.3% | -43.1% |
| 3M | -45.2% | -3.7% | -41.6% | -45.3% |
| 6M | -30.8% | -11.3% | -19.5% | -32.1% |
| YTD | +10.4% | -16.6% | +27.0% | +7.3% |
| 1Y | +2.3% | -21.1% | +23.4% | -1.6% |
| 3Y | +238.9% | -26.8% | +265.7% | +230.7% |
| 5Y | +386.0% | -88.0% | +474.0% | +222.6% |
| 10Y | +551.1% | -84.7% | +635.8% | +426.1% |
| All | +2,224.2% | -69.1% | +2,293.3% | +2,636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling