+1,033.9%
FLEX vs TNA
+84.1%
+949.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -2.9% |
| 7D | +0.1% | -7.6% | +7.7% | +3.3% |
| 30D | -11.8% | -13.6% | +1.9% | -6.4% |
| 3M | -22.6% | +2.8% | -25.4% | -22.9% |
| 6M | +77.3% | +34.5% | +42.8% | +59.0% |
| YTD | +78.8% | +41.0% | +37.7% | +56.7% |
| 1Y | +86.1% | +52.0% | +34.0% | +57.0% |
| 3Y | +446.2% | +103.5% | +342.8% | +269.1% |
| 5Y | +689.7% | -22.5% | +712.2% | +577.4% |
| All | +1,033.9% | +84.1% | +949.8% | +478.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TNA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling