+203.5%
TSEM vs FLUT
+1,739.7%
-1,536.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.6% | +4.0% | +7.4% |
| 7D | +6.8% | +4.5% | +2.2% | +6.4% |
| 30D | -26.6% | +9.2% | -35.8% | -27.2% |
| 3M | -36.3% | -13.7% | -22.7% | -35.9% |
| 6M | -30.6% | -9.0% | -21.6% | -30.8% |
| YTD | +35.3% | -60.2% | +95.5% | +43.8% |
| 1Y | +59.2% | -63.1% | +122.3% | +70.2% |
| 3Y | +547.7% | -42.5% | +590.1% | +573.1% |
| 5Y | +337.5% | -47.6% | +385.1% | +351.7% |
| 10Y | +887.4% | -22.9% | +910.3% | +886.8% |
| All | +203.5% | +1,739.7% | -1,536.2% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling