+37.6%
TSM vs FLR
+12.3%
+25.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.1% | +5.1% | -7.2% | -4.1% |
| 30D | -12.5% | -0.5% | -12.1% | -12.5% |
| 3M | -5.0% | -3.5% | -1.5% | -4.2% |
| 6M | -3.2% | +16.5% | -19.7% | -10.3% |
| YTD | +31.5% | +27.3% | +4.2% | +14.9% |
| All | +37.6% | +12.3% | +25.3% | +27.0% |
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