+105.9%
T vs FLEX
+446.9%
-341.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +11.4% | -10.1% | +21.5% | +10.6% |
| 3M | +14.3% | -31.3% | +45.6% | +12.1% |
| 6M | -9.3% | +71.3% | -80.5% | -5.6% |
| YTD | +7.1% | +81.2% | -74.1% | +11.9% |
| 1Y | -9.1% | +98.5% | -107.6% | -4.6% |
| All | +105.9% | +446.9% | -341.0% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling