+93.7%
FAST vs TSEM
+468.0%
-374.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.7% | 0.0% |
| 7D | +2.1% | -17.5% | +19.6% | +2.8% |
| 30D | +6.9% | -44.7% | +51.6% | +9.4% |
| 3M | +4.8% | -38.9% | +43.7% | +6.6% |
| 6M | +19.8% | -36.7% | +56.4% | +20.2% |
| YTD | +34.9% | +17.0% | +17.9% | +28.2% |
| 1Y | +32.8% | +62.8% | -30.0% | +21.6% |
| 3Y | +93.7% | +471.3% | -377.5% | +45.4% |
| All | +93.7% | +468.0% | -374.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling