+65.3%
T vs FLEX
+1,059.7%
-994.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.7% |
| 7D | -1.5% | +7.0% | -8.5% | -2.1% |
| 30D | +7.6% | -5.8% | +13.4% | +8.0% |
| 3M | +15.3% | -24.2% | +39.5% | +17.3% |
| 6M | -8.5% | +90.8% | -99.3% | -17.0% |
| YTD | +6.8% | +89.2% | -82.4% | -3.6% |
| 1Y | -7.2% | +104.7% | -112.0% | -17.6% |
| 3Y | +108.2% | +478.1% | -369.8% | +51.7% |
| 5Y | +66.1% | +726.2% | -660.1% | +11.2% |
| 10Y | +65.3% | +1,060.6% | -995.3% | -9.1% |
| All | +65.3% | +1,059.7% | -994.4% | -9.1% |
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