+1,060.6%
FLEX vs TSEM
+1,300.1%
-239.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.9% |
| 7D | +7.0% | +10.4% | -3.5% | +2.0% |
| 30D | -5.8% | -12.9% | +7.1% | 0.0% |
| 3M | -24.2% | -9.2% | -15.0% | -22.6% |
| 6M | +90.8% | +98.8% | -8.0% | +30.1% |
| YTD | +89.2% | +87.2% | +2.0% | +31.9% |
| 1Y | +104.7% | +239.0% | -134.3% | +6.9% |
| 3Y | +478.1% | +679.5% | -201.4% | +100.4% |
| 5Y | +726.2% | +667.3% | +58.9% | +167.4% |
| 10Y | +1,060.6% | +1,301.0% | -240.4% | +167.0% |
| All | +1,060.6% | +1,300.1% | -239.5% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling