+25.0%
FLEX vs TXT
+9.2%
+15.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.3% | -11.1% | -11.7% |
| 7D | -17.0% | +10.6% | -27.6% | -21.3% |
| 30D | -33.8% | +14.4% | -48.2% | -38.7% |
| 3M | -39.0% | -2.7% | -36.3% | -37.6% |
| 6M | -15.9% | -4.7% | -11.2% | -13.0% |
| YTD | +27.8% | -0.5% | +28.4% | +26.9% |
| 1Y | +25.0% | +8.7% | +16.2% | +7.8% |
| All | +25.0% | +9.2% | +15.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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