+7,917.6%
FLEX vs TXT
+711.4%
+7,206.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -4.8% | +3.9% | +1.6% |
| 30D | -10.1% | -10.6% | +0.5% | -5.0% |
| 3M | -31.3% | -13.2% | -18.2% | -26.5% |
| 6M | +71.3% | -20.3% | +91.6% | +92.0% |
| YTD | +81.2% | -9.3% | +90.5% | +89.0% |
| 1Y | +98.5% | -2.7% | +101.2% | +99.5% |
| 3Y | +428.2% | +1.4% | +426.9% | +417.2% |
| 5Y | +657.3% | +9.6% | +647.7% | +607.0% |
| 10Y | +995.9% | +94.9% | +901.0% | +633.5% |
| All | +7,917.6% | +711.4% | +7,206.3% | +2,033.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling