+1,282.5%
TSEM vs FLR
+19.7%
+1,262.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.4% |
| 7D | -4.9% | -3.5% | -1.4% | -4.1% |
| 30D | -18.7% | +4.2% | -22.9% | -19.5% |
| 3M | -18.1% | +8.1% | -26.2% | -19.2% |
| 6M | +77.1% | +21.5% | +55.6% | +71.4% |
| YTD | +80.1% | +36.8% | +43.4% | +70.6% |
| 1Y | +220.4% | +31.2% | +189.2% | +205.5% |
| 3Y | +650.1% | +53.9% | +596.2% | +586.5% |
| 5Y | +628.9% | +243.0% | +385.8% | +478.7% |
| All | +1,282.5% | +19.7% | +1,262.7% | +1,196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling