+626.9%
FLEX vs TPR
+386.9%
+240.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -13.6% | +12.1% | -25.7% | -18.1% |
| 30D | -36.5% | +16.7% | -53.2% | -40.9% |
| 3M | -36.4% | -17.4% | -19.0% | -32.7% |
| 6M | -46.5% | +2.3% | -48.8% | -48.6% |
| YTD | +25.9% | +7.1% | +18.8% | +18.8% |
| 1Y | +19.6% | +29.5% | -9.9% | +4.1% |
| 3Y | +287.0% | +415.0% | -128.0% | +87.1% |
| 5Y | +466.6% | +261.5% | +205.1% | +203.3% |
| 10Y | +626.9% | +383.3% | +243.6% | +189.9% |
| All | +626.9% | +386.9% | +240.0% | +189.9% |
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