-33.3%
TLT vs FLEX
+657.3%
-690.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.6% | -10.1% | +9.6% | -0.5% |
| 3M | -2.7% | -31.3% | +28.6% | -2.4% |
| 6M | -5.6% | +71.3% | -76.9% | -6.1% |
| YTD | -2.8% | +81.2% | -84.0% | -3.3% |
| 1Y | -1.4% | +98.5% | -99.9% | -2.1% |
| 3Y | -1.6% | +428.2% | -429.8% | -4.2% |
| All | -33.3% | +657.3% | -690.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling