+137.3%
FLEX vs TPR
+8,117.6%
-7,980.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +7.1% | -20.7% | -16.7% |
| 7D | -28.3% | +13.9% | -42.2% | -33.0% |
| 30D | -45.0% | +14.9% | -59.9% | -48.9% |
| 3M | -45.2% | -15.4% | -29.9% | -42.6% |
| 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% | -10.8% |
| 3Y | +238.9% | +412.8% | -173.9% | +52.3% |
| 5Y | +386.0% | +258.4% | +127.6% | +144.5% |
| 10Y | +551.1% | +396.8% | +154.3% | +135.5% |
| All | +137.3% | +8,117.6% | -7,980.3% | -79.7% |
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