+35.5%
FAST vs TSEM
+69.7%
-34.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.5% |
| 7D | +4.8% | -9.5% | +14.3% | +4.8% |
| 30D | +8.6% | -35.5% | +44.1% | +8.9% |
| 3M | +5.7% | -41.6% | +47.2% | +6.0% |
| 6M | +25.5% | -30.1% | +55.5% | +25.1% |
| YTD | +39.6% | +25.7% | +13.9% | +37.6% |
| 1Y | +35.5% | +50.5% | -15.0% | +32.2% |
| All | +35.5% | +69.7% | -34.2% | +32.2% |
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