+1,247.0%
FLEX vs TRGP
+2,254.6%
-1,007.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.7% |
| 7D | +2.2% | +2.4% | -0.1% | +1.7% |
| 30D | -32.6% | +0.8% | -33.5% | -32.7% |
| 3M | -35.5% | +10.4% | -45.8% | -37.5% |
| 6M | -45.6% | +16.3% | -61.8% | -48.4% |
| YTD | +30.7% | +61.1% | -30.4% | +11.5% |
| 1Y | +28.4% | +71.6% | -43.2% | +7.3% |
| 3Y | +301.7% | +267.5% | +34.2% | +167.3% |
| 5Y | +473.3% | +488.1% | -14.9% | +228.6% |
| 10Y | +651.7% | +803.8% | -152.0% | +203.6% |
| All | +1,247.0% | +2,254.6% | -1,007.7% | +213.5% |
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