+25.5%
FLEX vs TXG
+273.8%
-248.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.1% | +4.1% |
| 7D | +2.2% | -8.1% | +10.3% | +4.7% |
| 30D | -32.6% | -17.5% | -15.2% | -29.3% |
| 3M | -35.5% | +6.1% | -41.6% | -36.5% |
| 6M | -45.6% | +202.7% | -248.2% | -56.5% |
| YTD | +30.7% | +280.4% | -249.7% | +2.2% |
| All | +25.5% | +273.8% | -248.3% | -1.7% |
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