+849.3%
FLEX vs TXG
+9.4%
+839.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | 0.0% |
| 7D | +17.1% | +1.8% | +15.3% | +16.7% |
| 30D | -29.5% | -17.7% | -11.9% | -26.4% |
| 3M | -37.3% | +2.3% | -39.6% | -38.1% |
| 6M | -44.1% | +182.5% | -226.6% | -55.8% |
| YTD | +29.3% | +262.4% | -233.1% | -4.3% |
| 1Y | +24.2% | +254.1% | -229.9% | -8.1% |
| 3Y | +297.3% | +66.6% | +230.8% | +215.0% |
| 5Y | +446.2% | -64.5% | +510.7% | +438.9% |
| All | +849.3% | +9.4% | +839.9% | +635.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling