+1,815.4%
TSM vs FLR
+17.1%
+1,798.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.3% |
| 7D | +4.8% | -3.1% | +7.9% | +5.3% |
| 30D | +4.0% | +4.9% | -0.9% | +3.1% |
| 3M | +2.0% | +10.8% | -8.8% | -0.1% |
| 6M | +25.5% | +19.7% | +5.8% | +21.1% |
| YTD | +44.0% | +38.4% | +5.6% | +35.7% |
| 1Y | +75.4% | +34.7% | +40.7% | +65.8% |
| 3Y | +406.7% | +56.7% | +350.1% | +363.1% |
| 5Y | +285.0% | +241.6% | +43.4% | +216.8% |
| 10Y | +1,815.4% | +20.2% | +1,795.2% | +1,665.5% |
| All | +1,815.4% | +17.1% | +1,798.2% | +1,665.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling