+25.0%
FLEX vs TXG
+406.9%
-381.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.4% | -15.7% | -13.0% |
| 7D | -17.0% | -19.3% | +2.3% | -13.4% |
| 30D | -33.8% | -30.9% | -2.9% | -29.8% |
| 3M | -39.0% | +41.1% | -80.1% | -43.6% |
| 6M | -15.9% | +211.9% | -227.8% | -31.8% |
| YTD | +27.8% | +314.0% | -286.1% | +0.4% |
| 1Y | +25.0% | +405.4% | -380.4% | -4.4% |
| All | +25.0% | +406.9% | -381.9% | -4.4% |
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