+1,083.0%
FLEX vs TNA
+89.8%
+993.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.3% |
| 7D | +6.4% | -3.6% | +10.0% | +7.9% |
| 30D | -5.9% | -10.1% | +4.2% | -1.8% |
| 3M | -23.5% | +2.7% | -26.2% | -23.8% |
| 6M | +83.7% | +38.4% | +45.3% | +62.8% |
| YTD | +86.5% | +45.4% | +41.1% | +61.4% |
| 1Y | +100.5% | +55.9% | +44.6% | +67.4% |
| 3Y | +469.8% | +109.8% | +360.0% | +280.2% |
| 5Y | +725.7% | -22.5% | +748.2% | +607.9% |
| All | +1,083.0% | +89.8% | +993.1% | +495.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling