+98.5%
FLEX vs TPR
+18.6%
+79.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | -10.1% | -23.0% | +12.8% | -0.1% |
| 3M | -31.3% | -12.5% | -18.9% | -29.7% |
| 6M | +71.3% | -21.4% | +92.7% | +83.3% |
| YTD | +81.2% | -3.5% | +84.8% | +77.5% |
| 1Y | +98.5% | +17.4% | +81.1% | +76.9% |
| All | +98.5% | +18.6% | +79.9% | +76.9% |
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 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