+330.4%
TSM vs FLEX
+281.5%
+48.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.4% | +0.1% |
| 7D | +6.2% | +7.5% | -1.2% | +2.6% |
| 30D | -7.3% | -25.3% | +18.0% | +3.8% |
| 3M | -7.1% | -39.7% | +32.5% | +13.2% |
| 6M | +0.2% | -47.9% | +48.1% | +28.1% |
| YTD | +32.2% | +24.1% | +8.1% | +3.0% |
| 1Y | +42.8% | +26.0% | +16.8% | +9.6% |
| 3Y | +330.4% | +282.7% | +47.7% | +95.4% |
| All | +330.4% | +281.5% | +48.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling