+479.8%
FLEX vs TNA
+101.9%
+377.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.7% |
| 7D | +5.7% | -7.3% | +13.0% | +9.3% |
| 30D | -7.0% | -14.2% | +7.1% | -0.5% |
| 3M | -23.8% | -4.6% | -19.3% | -21.7% |
| 6M | +82.6% | +36.9% | +45.7% | +62.3% |
| YTD | +91.6% | +42.5% | +49.1% | +67.0% |
| 1Y | +100.6% | +45.8% | +54.8% | +72.1% |
| 3Y | +479.8% | +104.7% | +375.1% | +321.3% |
| All | +479.8% | +101.9% | +377.9% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling