+287.0%
FLEX vs TXG
+73.9%
+213.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.9% |
| 7D | -13.6% | -3.7% | -10.0% | -12.7% |
| 30D | -36.5% | -22.0% | -14.5% | -32.8% |
| 3M | -36.4% | +7.4% | -43.8% | -38.0% |
| 6M | -46.5% | +191.2% | -237.7% | -58.6% |
| YTD | +25.9% | +285.7% | -259.7% | -9.6% |
| 1Y | +19.6% | +268.3% | -248.7% | -13.7% |
| 3Y | +287.0% | +77.3% | +209.7% | +187.3% |
| All | +287.0% | +73.9% | +213.1% | +187.3% |
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