+6.9%
TMO vs FLEX
+684.1%
-677.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -0.3% | -11.8% | +11.5% | +1.4% |
| 3M | +25.3% | -22.6% | +47.8% | +28.7% |
| 6M | +20.9% | +77.3% | -56.5% | +0.9% |
| YTD | +4.3% | +78.8% | -74.5% | -13.7% |
| 1Y | +27.0% | +86.1% | -59.0% | +3.1% |
| 3Y | +17.5% | +446.2% | -428.7% | -34.4% |
| 5Y | +6.9% | +689.7% | -682.7% | -49.8% |
| All | +6.9% | +684.1% | -677.1% | -49.8% |
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