+786.5%
TSEM vs FLUT
-26.8%
+813.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.9% |
| 7D | +7.0% | -0.7% | +7.7% | +7.0% |
| 30D | -29.8% | +9.3% | -39.0% | -30.5% |
| 3M | -41.9% | -17.5% | -24.4% | -41.1% |
| 6M | -45.8% | -14.6% | -31.1% | -45.7% |
| YTD | +25.1% | -62.3% | +87.4% | +38.1% |
| 1Y | +48.2% | -59.6% | +107.9% | +62.2% |
| 3Y | +476.5% | -45.3% | +521.8% | +522.0% |
| 5Y | +301.4% | -50.4% | +351.9% | +330.1% |
| All | +786.5% | -26.8% | +813.3% | +891.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling