+726.2%
FLEX vs TRI
-7.1%
+733.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.5% | +10.9% | +4.2% |
| 7D | +7.0% | -7.1% | +14.1% | +6.8% |
| 30D | -5.8% | -2.3% | -3.5% | -5.9% |
| 3M | -24.2% | +19.6% | -43.8% | -24.8% |
| 6M | +90.8% | -8.7% | +99.5% | +99.6% |
| YTD | +89.2% | -22.3% | +111.5% | +109.9% |
| 1Y | +104.7% | -40.7% | +145.4% | +157.1% |
| 3Y | +478.1% | -17.8% | +495.8% | +469.5% |
| 5Y | +726.2% | -8.5% | +734.7% | +583.0% |
| All | +726.2% | -7.1% | +733.3% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling