+289.5%
FLEX vs TPR
+7,380.8%
-7,091.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -31.3% | -12.5% | -18.9% | -28.6% |
| 6M | +71.3% | -21.4% | +92.7% | +87.2% |
| YTD | +81.2% | -3.5% | +84.8% | +80.2% |
| 1Y | +98.5% | +17.4% | +81.1% | +80.0% |
| 3Y | +428.2% | +291.3% | +137.0% | +170.9% |
| 5Y | +657.3% | +241.9% | +415.4% | +292.9% |
| 10Y | +995.9% | +322.7% | +673.3% | +331.3% |
| All | +289.5% | +7,380.8% | -7,091.3% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling