+644.7%
FLEX vs TSEM
+873.2%
-228.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | +17.1% | +20.5% | -3.4% | +7.4% |
| 30D | -29.5% | -29.0% | -0.6% | -17.1% |
| 3M | -37.3% | -39.4% | +2.1% | -21.5% |
| 6M | -44.1% | -28.5% | -15.6% | -37.5% |
| YTD | +29.3% | +34.4% | -5.1% | +4.7% |
| 1Y | +24.2% | +48.3% | -24.2% | -4.2% |
| 3Y | +297.3% | +543.5% | -246.2% | +50.8% |
| 5Y | +446.2% | +331.4% | +114.8% | +134.7% |
| All | +644.7% | +873.2% | -228.5% | +110.7% |
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