+15.1%
TSEM vs FLR
+603.8%
-588.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.3% | +10.2% | +8.5% |
| 7D | +6.9% | +5.4% | +1.5% | +5.3% |
| 30D | +5.3% | +11.4% | -6.1% | +2.0% |
| 3M | -14.9% | +11.4% | -26.3% | -16.9% |
| 6M | +80.0% | +16.6% | +63.4% | +74.0% |
| YTD | +89.4% | +41.7% | +47.6% | +74.0% |
| 1Y | +253.1% | +35.4% | +217.7% | +227.7% |
| 3Y | +642.1% | +57.3% | +584.8% | +544.8% |
| 5Y | +659.1% | +241.0% | +418.1% | +421.8% |
| 10Y | +1,291.4% | +16.6% | +1,274.7% | +963.5% |
| All | +15.1% | +603.8% | -588.7% | -43.2% |
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 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