+416.7%
FLEX vs TSEM
+273.4%
+143.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.3% | +2.5% |
| 7D | -19.3% | -17.5% | -1.8% | -11.9% |
| 30D | -41.5% | -44.7% | +3.1% | -24.9% |
| 3M | -43.1% | -38.9% | -4.2% | -30.5% |
| 6M | -48.2% | -36.7% | -11.5% | -39.2% |
| YTD | +15.5% | +17.0% | -1.5% | +3.4% |
| 1Y | +10.2% | +62.8% | -52.6% | -14.0% |
| 3Y | +256.8% | +471.3% | -214.5% | +82.6% |
| All | +416.7% | +273.4% | +143.3% | +200.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling