+235.4%
TSEM vs FLUT
-65.6%
+301.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | +4.7% | -2.6% | +7.3% | +4.7% |
| 30D | -14.2% | +5.4% | -19.6% | -14.1% |
| 3M | -5.0% | -10.8% | +5.7% | -4.2% |
| 6M | +87.6% | -9.2% | +96.8% | +90.5% |
| YTD | +84.4% | -53.8% | +138.2% | +124.7% |
| 1Y | +235.4% | -66.0% | +301.4% | +302.8% |
| All | +235.4% | -65.6% | +301.0% | +302.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling