+4,516.4%
FLEX vs TNA
+836.4%
+3,680.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.7% |
| 7D | +2.2% | -2.1% | +4.4% | +3.7% |
| 30D | -32.6% | +3.1% | -35.7% | -33.2% |
| 3M | -35.5% | -20.2% | -15.3% | -28.8% |
| 6M | -45.6% | -10.0% | -35.6% | -42.7% |
| YTD | +30.7% | +30.3% | +0.4% | +18.1% |
| 1Y | +28.4% | +31.1% | -2.7% | +15.4% |
| 3Y | +301.7% | +149.4% | +152.3% | +147.7% |
| 5Y | +473.3% | -42.5% | +515.7% | +454.5% |
| 10Y | +651.7% | +46.7% | +605.1% | +251.2% |
| All | +4,516.4% | +836.4% | +3,680.1% | +268.0% |
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