+11,954.4%
TSM vs FLEX
+1,451.4%
+10,503.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.8% | +4.6% |
| 7D | -7.6% | -19.3% | +11.8% | +0.2% |
| 30D | -20.5% | -41.5% | +21.0% | -3.3% |
| 3M | -10.0% | -43.1% | +33.1% | +10.1% |
| 6M | -10.1% | -48.2% | +38.2% | +12.4% |
| YTD | +24.5% | +15.5% | +9.0% | +10.1% |
| 1Y | +31.2% | +10.2% | +21.0% | +17.7% |
| 3Y | +322.0% | +256.8% | +65.1% | +137.7% |
| 5Y | +245.3% | +408.2% | -163.0% | +66.9% |
| 10Y | +1,465.8% | +580.9% | +885.0% | +490.2% |
| All | +11,954.4% | +1,451.4% | +10,503.0% | +2,096.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling