-6.4%
T vs FLEX
+23.4%
-29.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.3% | +14.4% | +0.8% |
| 7D | +5.5% | -17.0% | +22.4% | +3.6% |
| 30D | -8.9% | -33.8% | +24.9% | -12.2% |
| 3M | -5.6% | -39.0% | +33.5% | -9.5% |
| 6M | -14.3% | -15.9% | +1.6% | -15.0% |
| YTD | -7.9% | +27.8% | -35.8% | -4.1% |
| 1Y | -6.4% | +25.0% | -31.4% | -2.5% |
| All | -6.4% | +23.4% | -29.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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