+25.0%
FLEX vs TPR
+20.9%
+4.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.5% | -15.9% | -13.6% |
| 7D | -17.0% | +12.6% | -29.6% | -20.8% |
| 30D | -33.8% | +7.1% | -41.0% | -35.7% |
| 3M | -39.0% | -19.4% | -19.7% | -34.1% |
| 6M | -15.9% | -9.7% | -6.2% | -15.7% |
| YTD | +27.8% | -1.0% | +28.8% | +24.0% |
| 1Y | +25.0% | +19.3% | +5.7% | +11.3% |
| All | +25.0% | +20.9% | +4.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling