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  • FLEX vs TPR✓SelectedUSD · TPRFLEX vs TPR performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+289.5%
TPR return
+7,380.8%
Excess return
-7,091.3%
Maximum drawdown
-96.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
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