+1,230.8%
FLEX vs TXG
+16.0%
+1,214.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -10.1% | +32.0% | -42.2% | -15.9% |
| 3M | -31.3% | +87.0% | -118.4% | -40.5% |
| 6M | +71.3% | +180.1% | -108.8% | +35.5% |
| YTD | +81.2% | +284.1% | -202.9% | +33.4% |
| 1Y | +98.5% | +361.7% | -263.2% | +38.2% |
| 3Y | +428.2% | +15.9% | +412.3% | +350.5% |
| 5Y | +657.3% | -66.2% | +723.4% | +654.6% |
| All | +1,230.8% | +16.0% | +1,214.7% | +925.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling