+274.2%
TSEM vs FLUT
-53.9%
+328.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.4% | +5.0% |
| 7D | -17.5% | -1.1% | -16.4% | -17.5% |
| 30D | -44.7% | +7.7% | -52.4% | -45.4% |
| 3M | -38.9% | -12.2% | -26.7% | -38.3% |
| 6M | -36.7% | -17.6% | -19.1% | -36.4% |
| YTD | +17.0% | -62.0% | +79.0% | +35.7% |
| 1Y | +62.8% | -62.3% | +125.1% | +89.2% |
| 3Y | +471.3% | -52.0% | +523.3% | +549.1% |
| All | +274.2% | -53.9% | +328.2% | +324.9% |
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