+25.0%
FLEX vs TSEM
+79.9%
-54.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -8.7% | -3.6% | -8.4% |
| 7D | -17.0% | -23.1% | +6.1% | -6.7% |
| 30D | -33.8% | -40.4% | +6.5% | -17.3% |
| 3M | -39.0% | -37.9% | -1.2% | -26.1% |
| 6M | -15.9% | -30.8% | +14.9% | -4.6% |
| YTD | +27.8% | +26.7% | +1.1% | +8.6% |
| 1Y | +25.0% | +80.5% | -55.5% | -7.9% |
| All | +25.0% | +79.9% | -54.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling