+650.1%
TSEM vs FLR
+54.2%
+595.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.1% |
| 7D | -4.9% | -3.5% | -1.4% | -3.2% |
| 30D | -18.7% | +4.2% | -22.9% | -20.5% |
| 3M | -18.1% | +8.1% | -26.2% | -20.9% |
| 6M | +77.1% | +21.5% | +55.6% | +63.1% |
| YTD | +80.1% | +36.8% | +43.4% | +58.5% |
| 1Y | +220.4% | +31.2% | +189.2% | +185.6% |
| 3Y | +650.1% | +53.9% | +596.2% | +496.2% |
| All | +650.1% | +54.2% | +595.9% | +496.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling