+275.3%
TMUS vs FLEX
+737.2%
-461.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.2% |
| 7D | +3.6% | -19.3% | +22.9% | +8.1% |
| 30D | -3.4% | -41.5% | +38.2% | +7.5% |
| 3M | -9.5% | -43.1% | +33.7% | +0.7% |
| 6M | -15.2% | -48.2% | +33.0% | -6.1% |
| YTD | -18.9% | +15.5% | -34.4% | -31.0% |
| 1Y | -17.7% | +10.2% | -27.9% | -29.5% |
| 3Y | +15.6% | +256.8% | -241.2% | -35.5% |
| 5Y | +38.9% | +408.2% | -369.3% | -33.2% |
| 10Y | +245.3% | +580.8% | -335.5% | +30.1% |
| All | +275.3% | +737.2% | -461.9% | +27.7% |
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