+667.3%
TSEM vs FLUT
-50.1%
+717.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +10.4% | +3.8% | +6.6% | +9.8% |
| 30D | -12.9% | +6.3% | -19.2% | -13.9% |
| 3M | -9.2% | -4.0% | -5.1% | -9.4% |
| 6M | +98.8% | -10.3% | +109.1% | +99.9% |
| YTD | +87.2% | -53.2% | +140.4% | +111.9% |
| 1Y | +239.0% | -65.0% | +304.0% | +304.0% |
| 3Y | +679.5% | -43.9% | +723.4% | +766.2% |
| 5Y | +667.3% | -49.2% | +716.5% | +769.4% |
| All | +667.3% | -50.1% | +717.4% | +769.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling