+308.5%
TMUS vs FLEX
+1,001.7%
-693.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +5.3% | -10.1% | +15.4% | +6.5% |
| 3M | +3.1% | -31.3% | +34.5% | +7.2% |
| 6M | -16.5% | +71.3% | -87.7% | -26.6% |
| YTD | -9.2% | +81.2% | -90.4% | -21.6% |
| 1Y | -26.5% | +98.5% | -125.0% | -38.3% |
| 3Y | +39.0% | +428.2% | -389.2% | -10.5% |
| 5Y | +40.4% | +657.3% | -616.9% | -19.6% |
| All | +308.5% | +1,001.7% | -693.2% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling