+478.1%
FLEX vs TXG
+31.6%
+446.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +3.4% |
| 7D | +7.0% | +9.4% | -2.4% | +4.9% |
| 30D | -5.8% | +26.1% | -31.9% | -10.8% |
| 3M | -24.2% | +124.8% | -149.0% | -37.2% |
| 6M | +90.8% | +215.2% | -124.4% | +45.7% |
| YTD | +89.2% | +302.2% | -213.0% | +36.1% |
| 1Y | +104.7% | +370.9% | -266.2% | +39.7% |
| 3Y | +478.1% | +38.5% | +439.6% | +364.9% |
| All | +478.1% | +31.6% | +446.4% | +364.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling