-12.5%
TLT vs FLEX
+659.4%
-671.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +0.4% |
| 7D | +0.3% | -7.2% | +7.4% | +0.1% |
| 30D | +5.1% | -34.8% | +39.9% | +3.9% |
| 3M | -0.2% | -35.6% | +35.4% | -1.3% |
| 6M | -2.9% | -45.0% | +42.1% | -4.3% |
| YTD | -2.7% | +29.4% | -32.1% | -0.3% |
| 1Y | -4.6% | +24.8% | -29.4% | -2.4% |
| 3Y | +6.1% | +304.4% | -298.3% | +16.2% |
| 5Y | -35.1% | +484.1% | -519.2% | -26.5% |
| 10Y | -12.5% | +640.4% | -652.9% | +2.2% |
| All | -12.5% | +659.4% | -671.9% | +2.2% |
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