+19.6%
TMO vs FLEX
+481.3%
-461.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.1% | +0.4% |
| 7D | -0.6% | +5.7% | -6.4% | -1.2% |
| 30D | +1.1% | -7.0% | +8.2% | +1.7% |
| 3M | +28.3% | -23.8% | +52.2% | +31.0% |
| 6M | +23.3% | +82.6% | -59.4% | +8.2% |
| YTD | +5.5% | +91.6% | -86.2% | -8.7% |
| 1Y | +24.5% | +100.6% | -76.0% | +6.2% |
| 3Y | +19.6% | +479.8% | -460.2% | -21.5% |
| All | +19.6% | +481.3% | -461.7% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling