+98.5%
FLEX vs TXG
+372.5%
-274.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.9% | +1.8% | -2.7% | -1.2% |
| 30D | -10.1% | +32.0% | -42.2% | -14.9% |
| 3M | -31.3% | +87.0% | -118.4% | -38.7% |
| 6M | +71.3% | +180.1% | -108.8% | +42.1% |
| YTD | +81.2% | +284.1% | -202.9% | +45.8% |
| 1Y | +98.5% | +361.7% | -263.2% | +54.3% |
| All | +98.5% | +372.5% | -274.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling