+21.4%
TMUS vs FLEX
+281.5%
-260.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -1.0% |
| 7D | +4.9% | +7.5% | -2.6% | +5.6% |
| 30D | +7.7% | -25.3% | +33.0% | +5.4% |
| 3M | -6.8% | -39.7% | +32.9% | -10.0% |
| 6M | -9.7% | -47.9% | +38.2% | -13.1% |
| YTD | -15.0% | +24.1% | -39.0% | -14.4% |
| 1Y | -19.1% | +26.0% | -45.1% | -18.6% |
| 3Y | +21.4% | +282.7% | -261.3% | +25.0% |
| All | +21.4% | +281.5% | -260.1% | +25.0% |
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 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