+1,126.3%
FLEX vs TRU
+238.0%
+888.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +4.1% |
| 7D | -0.9% | -6.8% | +5.9% | +2.0% |
| 30D | -10.1% | 0.0% | -10.2% | -10.7% |
| 3M | -31.3% | +13.3% | -44.6% | -37.0% |
| 6M | +71.3% | +3.4% | +67.8% | +62.7% |
| YTD | +81.2% | -6.4% | +87.6% | +77.4% |
| 1Y | +98.5% | -9.7% | +108.2% | +95.2% |
| 3Y | +428.2% | +0.1% | +428.1% | +364.7% |
| 5Y | +657.3% | -34.0% | +691.3% | +727.4% |
| 10Y | +995.9% | +147.9% | +848.0% | +551.5% |
| All | +1,126.3% | +238.0% | +888.3% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling