+162.3%
TSEM vs FLUT
+1,658.1%
-1,495.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.1% |
| 3M | -38.9% | -12.2% | -26.7% | -38.6% |
| 6M | -36.7% | -17.6% | -19.1% | -36.4% |
| YTD | +17.0% | -62.0% | +79.0% | +24.7% |
| 1Y | +62.8% | -62.3% | +125.1% | +73.7% |
| 3Y | +471.3% | -52.0% | +523.3% | +499.9% |
| 5Y | +290.3% | -51.8% | +342.0% | +304.9% |
| 10Y | +790.1% | -26.3% | +816.4% | +792.1% |
| All | +162.3% | +1,658.1% | -1,495.8% | +158.7% |
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