+565.2%
FLEX vs TXT
+112.2%
+453.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.8% |
| 7D | -19.3% | -2.5% | -16.8% | -18.0% |
| 30D | -41.5% | +14.4% | -55.9% | -46.5% |
| 3M | -43.1% | -4.9% | -38.2% | -41.7% |
| 6M | -48.2% | -10.2% | -38.0% | -45.2% |
| YTD | +15.5% | -4.1% | +19.6% | +16.6% |
| 1Y | +10.2% | +4.0% | +6.3% | +5.8% |
| 3Y | +256.8% | +8.0% | +248.9% | +228.9% |
| 5Y | +408.2% | +8.4% | +399.8% | +358.3% |
| All | +565.2% | +112.2% | +453.1% | +331.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling