+71.3%
FLEX vs TRU
+1.4%
+69.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +0.3% |
| 7D | -0.9% | -6.8% | +5.9% | -2.2% |
| 30D | -10.1% | 0.0% | -10.2% | -9.9% |
| 3M | -31.3% | +13.3% | -44.6% | -30.5% |
| 6M | +71.3% | +3.4% | +67.8% | +70.3% |
| All | +71.3% | +1.4% | +69.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 6mo: compounded portfolio wealth divided by compounded TRU 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…
6mo analysis · Full analysis span regression · 6 months rolling