+9,279.2%
TSM vs FLR
+532.1%
+8,747.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | -12.5% | -0.5% | -12.1% | -12.3% |
| 3M | -5.0% | -3.5% | -1.5% | -4.2% |
| 6M | -3.2% | +16.5% | -19.7% | -7.4% |
| YTD | +31.5% | +27.3% | +4.2% | +22.2% |
| 1Y | +35.7% | +10.6% | +25.1% | +30.6% |
| 3Y | +323.5% | +39.4% | +284.1% | +272.8% |
| 5Y | +263.4% | +126.4% | +137.0% | +174.2% |
| 10Y | +1,598.5% | +8.4% | +1,590.1% | +1,190.3% |
| All | +9,279.2% | +532.1% | +8,747.0% | +3,406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling