+3,803.8%
TMO vs FLEX
+7,857.5%
-4,053.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.5% |
| 7D | +0.4% | +7.0% | -6.6% | -0.8% |
| 30D | +1.5% | -5.8% | +7.3% | +2.3% |
| 3M | +28.5% | -24.2% | +52.7% | +33.2% |
| 6M | +20.4% | +90.8% | -70.4% | +2.6% |
| YTD | +4.3% | +89.2% | -84.9% | -11.3% |
| 1Y | +24.1% | +104.7% | -80.6% | +3.3% |
| 3Y | +17.5% | +478.1% | -460.6% | -21.6% |
| 5Y | +6.8% | +726.2% | -719.4% | -34.1% |
| 10Y | +311.9% | +1,060.6% | -748.7% | +121.1% |
| All | +3,803.8% | +7,857.5% | -4,053.6% | +1,060.1% |
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