+100.5%
FLEX vs TXG
+385.8%
-285.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | +6.4% | +9.1% | -2.8% | +4.8% |
| 30D | -5.9% | +14.9% | -20.8% | -8.2% |
| 3M | -23.5% | +120.0% | -143.4% | -33.5% |
| 6M | +83.7% | +221.8% | -138.1% | +49.5% |
| YTD | +86.5% | +312.6% | -226.1% | +48.1% |
| 1Y | +100.5% | +398.4% | -297.9% | +52.8% |
| All | +100.5% | +385.8% | -285.4% | +52.8% |
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