-19.8%
TLT vs FLEX
+1,045.8%
-1,065.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.6% |
| 7D | -0.3% | +6.4% | -6.6% | -0.1% |
| 30D | 0.0% | -5.9% | +5.8% | -0.2% |
| 3M | -2.9% | -23.5% | +20.6% | -3.6% |
| 6M | -6.3% | +83.7% | -90.0% | -3.2% |
| YTD | -3.3% | +86.5% | -89.8% | 0.0% |
| 1Y | -4.2% | +100.5% | -104.7% | -0.4% |
| 3Y | -1.7% | +469.8% | -471.5% | +8.7% |
| 5Y | -34.9% | +725.7% | -760.5% | -25.4% |
| 10Y | -19.8% | +1,086.7% | -1,106.5% | -2.1% |
| All | -19.8% | +1,045.8% | -1,065.6% | -2.1% |
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