+30.9%
FAST vs TSEM
+57.9%
-26.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.7% | +0.1% |
| 7D | +2.1% | -17.5% | +19.6% | +2.2% |
| 30D | +6.9% | -44.7% | +51.6% | +7.3% |
| 3M | +4.8% | -38.9% | +43.7% | +5.1% |
| 6M | +19.8% | -36.7% | +56.4% | +19.6% |
| YTD | +34.9% | +17.0% | +17.9% | +33.1% |
| All | +30.9% | +57.9% | -26.9% | +27.8% |
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 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