+242.2%
TMUS vs FLEX
+645.9%
-403.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.4% |
| 7D | +8.2% | +2.2% | +5.9% | +7.7% |
| 30D | +13.4% | -32.6% | +46.0% | +17.7% |
| 3M | -3.0% | -35.5% | +32.4% | +0.8% |
| 6M | -8.8% | -45.6% | +36.8% | -4.3% |
| YTD | -13.8% | +30.7% | -44.5% | -23.5% |
| 1Y | -17.1% | +28.4% | -45.4% | -26.5% |
| 3Y | +22.7% | +301.7% | -279.0% | -19.5% |
| 5Y | +52.8% | +473.3% | -420.4% | -10.6% |
| All | +242.2% | +645.9% | -403.7% | +60.0% |
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 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