+614.8%
FLEX vs TPR
+364.3%
+250.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | +7.5% | -0.3% | +7.7% | +7.6% |
| 30D | -25.3% | +15.1% | -40.4% | -30.1% |
| 3M | -39.7% | +3.5% | -43.2% | -41.4% |
| 6M | -47.9% | +0.4% | -48.3% | -49.6% |
| YTD | +24.1% | +4.6% | +19.5% | +18.1% |
| 1Y | +26.0% | +33.1% | -7.2% | +8.3% |
| 3Y | +282.7% | +396.0% | -113.3% | +87.8% |
| 5Y | +424.2% | +230.3% | +193.9% | +191.0% |
| All | +614.8% | +364.3% | +250.5% | +191.1% |
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