+565.2%
FLEX vs TPR
+383.4%
+181.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | -19.3% | +14.2% | -33.5% | -24.3% |
| 30D | -41.5% | +17.1% | -58.6% | -45.7% |
| 3M | -43.1% | -17.7% | -25.4% | -39.8% |
| 6M | -48.2% | -10.2% | -38.0% | -47.7% |
| YTD | +15.5% | +4.9% | +10.6% | +9.7% |
| 1Y | +10.2% | +36.1% | -25.9% | -6.2% |
| 3Y | +256.8% | +416.5% | -159.7% | +72.1% |
| 5Y | +408.2% | +254.8% | +153.4% | +173.9% |
| All | +565.2% | +383.4% | +181.8% | +166.6% |
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