-23.9%
TSEM vs FLR
+513.8%
-537.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.7% |
| 7D | +7.0% | +5.4% | +1.6% | +5.6% |
| 30D | -29.8% | +2.8% | -32.6% | -29.8% |
| 3M | -41.9% | -6.4% | -35.5% | -40.4% |
| 6M | -45.8% | +8.8% | -54.5% | -46.1% |
| YTD | +25.1% | +23.6% | +1.5% | +20.3% |
| 1Y | +48.2% | +13.8% | +34.4% | +45.6% |
| 3Y | +476.5% | +36.5% | +440.0% | +426.6% |
| 5Y | +301.4% | +119.3% | +182.1% | +213.1% |
| 10Y | +812.9% | +8.0% | +805.0% | +622.1% |
| All | -23.9% | +513.8% | -537.8% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling