+1,815.4%
TSM vs FLEX
+1,045.8%
+769.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +4.8% | +6.4% | -1.6% | +2.3% |
| 30D | +4.0% | -5.9% | +9.9% | +6.3% |
| 3M | +2.0% | -23.5% | +25.4% | +11.9% |
| 6M | +25.5% | +83.7% | -58.2% | -6.9% |
| YTD | +44.0% | +86.5% | -42.5% | +5.7% |
| 1Y | +75.4% | +100.5% | -25.1% | +24.5% |
| 3Y | +406.7% | +469.8% | -63.1% | +137.1% |
| 5Y | +285.0% | +725.7% | -440.7% | +55.0% |
| 10Y | +1,815.4% | +1,086.7% | +728.7% | +509.4% |
| All | +1,815.4% | +1,045.8% | +769.6% | +509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling