+54.1%
T vs FLEX
+659.4%
-605.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | -0.1% |
| 7D | +1.7% | -7.2% | +8.8% | +2.0% |
| 30D | -1.7% | -34.8% | +33.1% | +1.0% |
| 3M | -7.3% | -35.6% | +28.3% | -4.9% |
| 6M | -11.2% | -45.0% | +33.8% | -8.3% |
| YTD | -8.1% | +29.4% | -37.4% | -15.0% |
| 1Y | -8.0% | +24.8% | -32.8% | -14.8% |
| 3Y | +62.1% | +304.4% | -242.3% | +20.7% |
| 5Y | +55.7% | +484.1% | -428.4% | +6.3% |
| 10Y | +54.1% | +640.4% | -586.3% | -9.5% |
| All | +54.1% | +659.4% | -605.3% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling