+1,767.9%
FLEX vs TRGP
+2,231.3%
-463.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -10.1% | +11.5% | -21.7% | -13.4% |
| 3M | -31.3% | +9.0% | -40.3% | -33.5% |
| 6M | +71.3% | +20.5% | +50.8% | +59.5% |
| YTD | +81.2% | +59.5% | +21.7% | +54.9% |
| 1Y | +98.5% | +77.9% | +20.6% | +63.4% |
| 3Y | +428.2% | +253.6% | +174.7% | +254.3% |
| 5Y | +657.3% | +615.5% | +41.8% | +310.2% |
| 10Y | +995.9% | +897.1% | +98.8% | +333.3% |
| All | +1,767.9% | +2,231.3% | -463.4% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling