+533.3%
FAST vs TSEM
+805.6%
-272.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | +0.2% |
| 7D | +4.2% | +7.0% | -2.8% | +3.1% |
| 30D | +6.7% | -29.8% | +36.4% | +10.8% |
| 3M | +8.0% | -41.9% | +50.0% | +14.5% |
| 6M | +27.4% | -45.8% | +73.2% | +33.8% |
| YTD | +40.5% | +25.1% | +15.4% | +25.4% |
| 1Y | +38.4% | +48.2% | -9.9% | +19.4% |
| 3Y | +98.7% | +476.5% | -377.8% | +25.1% |
| 5Y | +106.7% | +301.4% | -194.8% | +37.5% |
| All | +533.3% | +805.6% | -272.3% | +230.5% |
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