-4.2%
TLT vs FLEX
+104.3%
-108.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | +0.4% | +7.0% | -6.6% | +0.3% |
| 30D | -0.3% | -5.8% | +5.5% | -0.2% |
| 3M | -1.7% | -24.2% | +22.5% | -1.4% |
| 6M | -4.9% | +90.8% | -95.7% | -4.9% |
| YTD | -2.8% | +89.2% | -92.0% | -2.7% |
| 1Y | -4.2% | +104.7% | -108.9% | -3.8% |
| All | -4.2% | +104.3% | -108.5% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling