+25.8%
TMO vs FLEX
+102.8%
-77.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +6.2% | -10.1% | +16.4% | +6.3% |
| 3M | +27.5% | -31.3% | +58.8% | +28.1% |
| 6M | +20.0% | +71.3% | -51.3% | +12.6% |
| YTD | +6.1% | +81.2% | -75.1% | -0.5% |
| 1Y | +25.8% | +98.5% | -72.6% | +18.0% |
| All | +25.8% | +102.8% | -77.0% | +18.0% |
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 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