-11.8%
TLT vs FLEX
+658.8%
-670.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | +0.2% |
| 7D | -1.0% | +2.2% | -3.3% | -0.9% |
| 30D | +3.7% | -32.6% | +36.3% | +2.6% |
| 3M | -0.8% | -35.5% | +34.7% | -1.9% |
| 6M | -3.6% | -45.6% | +42.0% | -5.0% |
| YTD | -3.9% | +30.7% | -34.6% | -1.5% |
| 1Y | -6.2% | +28.4% | -34.6% | -3.9% |
| 3Y | +4.2% | +301.7% | -297.5% | +14.0% |
| 5Y | -34.7% | +473.3% | -507.9% | -26.1% |
| 10Y | -11.8% | +651.7% | -663.6% | +3.1% |
| All | -11.8% | +658.8% | -670.6% | +3.1% |
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