+105.3%
FAST vs TSEM
+297.9%
-192.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.2% |
| 7D | +4.2% | +7.0% | -2.8% | +3.7% |
| 30D | +6.7% | -29.8% | +36.4% | +8.5% |
| 3M | +8.0% | -41.9% | +50.0% | +10.9% |
| 6M | +27.4% | -45.8% | +73.2% | +30.4% |
| YTD | +40.5% | +25.1% | +15.4% | +32.3% |
| 1Y | +38.4% | +48.2% | -9.9% | +27.8% |
| 3Y | +98.7% | +476.5% | -377.8% | +53.1% |
| All | +105.3% | +297.9% | -192.5% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling