+303.1%
FLEX vs TRGP
+267.3%
+35.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.5% |
| 7D | +2.2% | +2.4% | -0.1% | +1.6% |
| 30D | -32.6% | +0.8% | -33.5% | -32.7% |
| 3M | -35.5% | +10.4% | -45.8% | -37.8% |
| 6M | -45.6% | +16.3% | -61.8% | -49.0% |
| YTD | +30.7% | +61.1% | -30.4% | +2.2% |
| 1Y | +28.4% | +71.6% | -43.2% | -3.1% |
| All | +303.1% | +267.3% | +35.8% | +127.8% |
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