+241.2%
FLEX vs TPR
+412.6%
-171.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +7.1% | -20.7% | -16.4% |
| 7D | -28.3% | +13.9% | -42.2% | -32.6% |
| 30D | -45.0% | +14.9% | -59.9% | -48.6% |
| 3M | -45.2% | -15.4% | -29.9% | -42.2% |
| 6M | -30.8% | -4.5% | -26.3% | -31.6% |
| YTD | +10.4% | +6.0% | +4.5% | +3.9% |
| 1Y | +2.3% | +24.3% | -22.1% | -11.0% |
| All | +241.2% | +412.6% | -171.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling