+549.2%
TSEM vs FLNC
-71.1%
+620.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -3.3% |
| 7D | +0.9% | -5.0% | +5.9% | +1.6% |
| 30D | -16.6% | -26.1% | +9.5% | -13.1% |
| 3M | -10.9% | -55.2% | +44.3% | -0.5% |
| 6M | +78.0% | -42.6% | +120.6% | +88.4% |
| YTD | +77.2% | -51.0% | +128.2% | +87.6% |
| 1Y | +207.6% | +43.3% | +164.2% | +180.7% |
| 3Y | +637.8% | -63.4% | +701.2% | +612.6% |
| All | +549.2% | -71.1% | +620.3% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling