+650.1%
TSEM vs FLNC
-62.9%
+712.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.3% |
| 7D | -4.9% | -4.1% | -0.8% | -4.3% |
| 30D | -18.7% | -24.8% | +6.0% | -15.1% |
| 3M | -18.1% | -59.1% | +41.0% | -6.5% |
| 6M | +77.1% | -42.0% | +119.1% | +89.0% |
| YTD | +80.1% | -49.8% | +129.9% | +91.7% |
| 1Y | +220.4% | +43.1% | +177.3% | +190.6% |
| 3Y | +650.1% | -61.0% | +711.0% | +604.4% |
| All | +650.1% | -62.9% | +712.9% | +604.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling