+652.8%
FLEX vs TPR
+367.5%
+285.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.5% |
| 7D | +2.2% | +6.4% | -4.2% | -0.8% |
| 30D | -32.6% | +13.8% | -46.4% | -36.7% |
| 3M | -35.5% | -16.6% | -18.9% | -32.0% |
| 6M | -45.6% | +0.7% | -46.2% | -47.4% |
| YTD | +30.7% | +5.3% | +25.4% | +24.1% |
| 1Y | +28.4% | +32.4% | -4.0% | +10.7% |
| 3Y | +301.7% | +406.4% | -104.7% | +95.4% |
| 5Y | +473.3% | +227.9% | +245.3% | +219.0% |
| All | +652.8% | +367.5% | +285.3% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling