+13,292.6%
FAST vs TSEM
-31.2%
+13,323.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.7% | -0.3% |
| 7D | +2.1% | -17.5% | +19.6% | +3.7% |
| 30D | +6.9% | -44.7% | +51.6% | +12.4% |
| 3M | +4.8% | -38.9% | +43.7% | +8.8% |
| 6M | +19.8% | -36.7% | +56.4% | +22.0% |
| YTD | +34.9% | +17.0% | +17.9% | +28.1% |
| 1Y | +32.8% | +62.8% | -30.0% | +21.6% |
| 3Y | +93.7% | +471.3% | -377.5% | +54.0% |
| 5Y | +105.3% | +290.3% | -185.0% | +67.6% |
| 10Y | +595.4% | +790.1% | -194.7% | +413.3% |
| All | +13,292.6% | -31.2% | +13,323.8% | +8,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling