+282.7%
FLEX vs TSEM
+547.1%
-264.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +2.9% | -0.5% |
| 7D | +7.5% | +7.0% | +0.5% | +4.0% |
| 30D | -25.3% | -29.8% | +4.5% | -11.2% |
| 3M | -39.7% | -41.9% | +2.3% | -22.2% |
| 6M | -47.9% | -45.8% | -2.1% | -32.7% |
| YTD | +24.1% | +25.1% | -1.0% | +0.5% |
| 1Y | +26.0% | +48.2% | -22.3% | -7.1% |
| 3Y | +282.7% | +476.5% | -193.8% | +36.9% |
| All | +282.7% | +547.1% | -264.4% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling