+324.7%
TSEM vs FLUT
+2,054.3%
-1,729.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.2% | +10.0% | +8.0% |
| 7D | +6.9% | -1.6% | +8.5% | +7.0% |
| 30D | +5.3% | +7.7% | -2.4% | +4.6% |
| 3M | -14.9% | -0.7% | -14.2% | -15.3% |
| 6M | +80.0% | -11.2% | +91.2% | +80.6% |
| YTD | +89.4% | -53.4% | +142.8% | +99.5% |
| 1Y | +253.1% | -65.8% | +318.8% | +280.7% |
| 3Y | +642.1% | -44.9% | +687.1% | +672.7% |
| 5Y | +659.1% | -49.7% | +708.8% | +684.9% |
| 10Y | +1,291.4% | -9.7% | +1,301.1% | +1,278.6% |
| All | +324.7% | +2,054.3% | -1,729.5% | +314.1% |
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