+5,287.5%
FLEX vs TSEM
-31.2%
+5,318.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.3% | +3.4% |
| 7D | -19.3% | -17.5% | -1.8% | -15.3% |
| 30D | -41.5% | -44.7% | +3.1% | -32.7% |
| 3M | -43.1% | -38.9% | -4.2% | -36.3% |
| 6M | -48.2% | -36.7% | -11.5% | -43.0% |
| YTD | +15.5% | +17.0% | -1.5% | +10.2% |
| 1Y | +10.2% | +62.8% | -52.6% | -2.4% |
| 3Y | +256.8% | +471.3% | -214.5% | +141.4% |
| 5Y | +408.2% | +290.3% | +117.9% | +264.2% |
| 10Y | +580.9% | +790.1% | -209.2% | +311.2% |
| All | +5,287.5% | -31.2% | +5,318.8% | +3,374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling