+4,283.2%
FLEX vs TNA
+781.2%
+3,502.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | +7.5% | +3.7% | +3.7% | +6.0% |
| 30D | -25.3% | +4.4% | -29.7% | -26.4% |
| 3M | -39.7% | -26.7% | -13.0% | -31.1% |
| 6M | -47.9% | -12.8% | -35.0% | -44.4% |
| YTD | +24.1% | +22.7% | +1.4% | +15.0% |
| 1Y | +26.0% | +35.7% | -9.7% | +11.7% |
| 3Y | +282.7% | +134.6% | +148.1% | +142.0% |
| 5Y | +424.2% | -46.0% | +470.2% | +420.4% |
| 10Y | +613.8% | +38.0% | +575.7% | +241.9% |
| All | +4,283.2% | +781.2% | +3,502.0% | +258.3% |
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 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