+299.0%
TSEM vs FLR
+112.0%
+187.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.5% |
| 7D | +7.0% | +5.4% | +1.6% | +4.9% |
| 30D | -29.8% | +2.8% | -32.6% | -29.9% |
| 3M | -41.9% | -6.4% | -35.5% | -39.9% |
| 6M | -45.8% | +8.8% | -54.5% | -46.2% |
| YTD | +25.1% | +23.6% | +1.5% | +19.5% |
| 1Y | +48.2% | +13.8% | +34.4% | +45.0% |
| 3Y | +476.5% | +36.5% | +440.0% | +424.3% |
| All | +299.0% | +112.0% | +187.0% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling