+6,301.8%
FLEX vs TNA
+1,004.3%
+5,297.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.1% | -4.9% | -5.2% | -8.3% |
| 3M | -31.3% | +0.4% | -31.7% | -31.1% |
| 6M | +71.3% | +32.5% | +38.7% | +53.6% |
| YTD | +81.2% | +53.7% | +27.5% | +52.3% |
| 1Y | +98.5% | +65.1% | +33.4% | +60.5% |
| 3Y | +428.2% | +98.4% | +329.8% | +252.0% |
| 5Y | +657.3% | -22.5% | +679.7% | +538.1% |
| 10Y | +995.9% | +82.5% | +913.4% | +359.2% |
| All | +6,301.8% | +1,004.3% | +5,297.4% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling