+478.1%
FLEX vs TRGP
+265.9%
+212.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.9% |
| 7D | +7.0% | -0.6% | +7.6% | +7.2% |
| 30D | -5.8% | +14.6% | -20.4% | -10.2% |
| 3M | -24.2% | +11.9% | -36.2% | -27.5% |
| 6M | +90.8% | +25.3% | +65.5% | +71.3% |
| YTD | +89.2% | +61.9% | +27.3% | +50.1% |
| 1Y | +104.7% | +87.3% | +17.4% | +49.8% |
| 3Y | +478.1% | +268.0% | +210.1% | +275.3% |
| All | +478.1% | +265.9% | +212.2% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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