+8,355.0%
FLEX vs TSEM
+11.3%
+8,343.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.3% | -0.3% |
| 7D | -0.9% | +6.9% | -7.8% | -2.5% |
| 30D | -10.1% | +5.3% | -15.5% | -11.5% |
| 3M | -31.3% | -14.9% | -16.4% | -29.2% |
| 6M | +71.3% | +80.0% | -8.8% | +47.6% |
| YTD | +81.2% | +89.4% | -8.1% | +54.4% |
| 1Y | +98.5% | +253.1% | -154.6% | +47.3% |
| 3Y | +428.2% | +642.1% | -213.9% | +233.3% |
| 5Y | +657.3% | +659.1% | -1.8% | +366.2% |
| 10Y | +995.9% | +1,291.4% | -295.4% | +494.5% |
| All | +8,355.0% | +11.3% | +8,343.7% | +4,768.1% |
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