+640.4%
FLEX vs TSEM
+879.4%
-238.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +10.9% | +1.1% | +6.9% |
| 7D | -7.2% | -2.0% | -5.2% | -5.6% |
| 30D | -34.8% | -33.4% | -1.4% | -21.0% |
| 3M | -35.6% | -39.7% | +4.1% | -19.1% |
| 6M | -45.0% | -27.8% | -17.2% | -38.8% |
| YTD | +29.4% | +29.7% | -0.3% | +6.7% |
| 1Y | +24.8% | +81.1% | -56.4% | -12.9% |
| 3Y | +304.4% | +529.3% | -224.9% | +55.5% |
| 5Y | +484.1% | +315.0% | +169.1% | +156.2% |
| 10Y | +640.4% | +865.7% | -225.3% | +112.9% |
| All | +640.4% | +879.4% | -238.9% | +112.9% |
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 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