Is this a Tsetse fly?
This is a species of Hippobosca, looks like H. equina. There aren't too many species of this genus, so the species may be this one, which is rather common in Europe, Africa and parts of Asia - see https://www.biodiversidadvirtual.org/insectarium/Hippobosca-equina-Linnaeus-1758-img485046.html. Since you suggested it could be a tsetse fly, I assume you are in Africa. Hippobosca equina occurs in Africa as well. Other hippoboscids are not as strong fliers as Hippobosca species, which would explain its flying back to you over and over.