+290.7%
TSM vs FLR
+248.0%
+42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +6.0% | +0.7% | +5.4% | +5.8% |
| 30D | +4.5% | -0.7% | +5.2% | +4.5% |
| 3M | +3.1% | +14.3% | -11.2% | -1.9% |
| 6M | +30.2% | +25.6% | +4.6% | +19.7% |
| YTD | +45.2% | +42.9% | +2.3% | +28.1% |
| 1Y | +79.6% | +38.7% | +40.8% | +59.3% |
| 3Y | +411.0% | +61.8% | +349.2% | +318.6% |
| 5Y | +290.7% | +254.1% | +36.6% | +168.4% |
| All | +290.7% | +248.0% | +42.7% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling