+644.7%
TSEM vs FLR
+245.1%
+399.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.3% |
| 7D | +4.7% | -3.1% | +7.8% | +5.8% |
| 30D | -14.2% | +4.9% | -19.2% | -15.9% |
| 3M | -5.0% | +10.8% | -15.9% | -8.1% |
| 6M | +87.6% | +19.7% | +67.9% | +77.5% |
| YTD | +84.4% | +38.4% | +46.1% | +67.4% |
| 1Y | +235.4% | +34.7% | +200.7% | +206.5% |
| 3Y | +668.0% | +56.7% | +611.3% | +559.7% |
| 5Y | +644.7% | +241.6% | +403.1% | +404.5% |
| All | +644.7% | +245.1% | +399.7% | +404.5% |
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