+131.2%
TLT vs FLEX
+1,845.4%
-1,714.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | -0.4% | -0.9% | +0.5% | -0.5% |
| 30D | -0.6% | -10.1% | +9.6% | -1.2% |
| 3M | -2.7% | -31.3% | +28.6% | -4.8% |
| 6M | -5.6% | +71.3% | -76.9% | -0.9% |
| YTD | -2.8% | +81.2% | -84.0% | +2.7% |
| 1Y | -1.4% | +98.5% | -99.9% | +5.0% |
| 3Y | -1.6% | +428.2% | -429.8% | +14.2% |
| 5Y | -33.8% | +657.3% | -691.1% | -20.1% |
| 10Y | -21.1% | +995.9% | -1,017.1% | +2.9% |
| All | +131.2% | +1,845.4% | -1,714.2% | +265.6% |
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