+31.6%
FAST vs TSEM
+79.9%
-48.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.7% | +10.4% | +1.8% |
| 7D | +3.4% | -23.1% | +26.5% | +3.7% |
| 30D | +5.5% | -40.4% | +45.9% | +6.1% |
| 3M | +7.6% | -37.9% | +45.5% | +8.0% |
| 6M | +19.8% | -30.8% | +50.6% | +19.5% |
| YTD | +35.5% | +26.7% | +8.7% | +32.2% |
| 1Y | +31.6% | +80.5% | -48.9% | +23.2% |
| All | +31.6% | +79.9% | -48.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling