+531.8%
FAST vs TSEM
+839.5%
-307.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | +4.8% | -9.5% | +14.3% | +5.9% |
| 30D | +8.6% | -35.5% | +44.1% | +14.1% |
| 3M | +5.7% | -41.6% | +47.2% | +11.9% |
| 6M | +25.5% | -30.1% | +55.5% | +26.0% |
| YTD | +39.6% | +25.7% | +13.9% | +24.7% |
| 1Y | +35.5% | +50.5% | -15.0% | +16.6% |
| 3Y | +96.2% | +501.7% | -405.5% | +22.6% |
| 5Y | +110.2% | +310.9% | -200.7% | +39.3% |
| 10Y | +531.8% | +849.8% | -318.0% | +233.8% |
| All | +531.8% | +839.5% | -307.7% | +233.8% |
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