+509.1%
FAST vs TSEM
+1,298.4%
-789.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.1% | -0.3% |
| 7D | -0.4% | +6.9% | -7.3% | -1.3% |
| 30D | -0.8% | +5.3% | -6.1% | -1.8% |
| 3M | +5.8% | -14.9% | +20.7% | +6.2% |
| 6M | +8.0% | +80.0% | -72.0% | -6.0% |
| YTD | +25.6% | +89.4% | -63.7% | +7.4% |
| 1Y | +0.8% | +253.1% | -252.3% | -24.1% |
| 3Y | +86.1% | +642.1% | -556.0% | +15.8% |
| 5Y | +100.2% | +659.1% | -558.9% | +19.8% |
| All | +509.1% | +1,298.4% | -789.3% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling