+131.3%
TLT vs FLEX
+1,139.5%
-1,008.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | +0.3% |
| 7D | +0.1% | -19.3% | +19.4% | -1.2% |
| 30D | +6.2% | -41.5% | +47.7% | +2.9% |
| 3M | +0.1% | -43.1% | +43.2% | -3.1% |
| 6M | -3.0% | -48.2% | +45.3% | -6.2% |
| YTD | -2.7% | +15.5% | -18.2% | +0.2% |
| 1Y | -4.8% | +10.2% | -15.1% | -2.3% |
| 3Y | +6.9% | +256.8% | -249.9% | +21.5% |
| 5Y | -34.5% | +408.2% | -442.6% | -22.6% |
| 10Y | -17.3% | +580.8% | -598.1% | +5.0% |
| All | +131.3% | +1,139.5% | -1,008.2% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling