+84.4%
TSM vs FLR
+31.2%
+53.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.8% |
| 7D | +2.7% | +5.4% | -2.7% | +0.4% |
| 30D | +3.6% | +11.4% | -7.8% | -2.0% |
| 3M | -3.4% | +11.4% | -14.8% | -8.5% |
| 6M | +20.6% | +16.6% | +4.0% | +10.4% |
| YTD | +41.9% | +41.7% | +0.2% | +19.8% |
| 1Y | +84.4% | +35.4% | +48.9% | +60.1% |
| All | +84.4% | +31.2% | +53.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling