+449.4%
FLEX vs TSEM
+672.8%
-223.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.3% | -2.1% |
| 7D | -0.9% | +6.9% | -7.8% | -4.1% |
| 30D | -10.1% | +5.3% | -15.5% | -13.0% |
| 3M | -31.3% | -14.9% | -16.4% | -28.0% |
| 6M | +71.3% | +80.0% | -8.8% | +19.0% |
| YTD | +81.2% | +89.4% | -8.1% | +21.8% |
| 1Y | +98.5% | +253.1% | -154.6% | -5.2% |
| All | +449.4% | +672.8% | -223.4% | +95.0% |
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 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