+175.5%
FDX vs TSEM
+1,300.1%
-1,124.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -3.3% | +10.4% | -13.7% | -5.3% |
| 30D | -1.4% | -12.9% | +11.5% | +0.9% |
| 3M | -4.5% | -9.2% | +4.7% | -5.0% |
| 6M | +9.4% | +98.8% | -89.4% | -11.0% |
| YTD | +36.0% | +87.2% | -51.2% | +10.8% |
| 1Y | +75.5% | +239.0% | -163.5% | +21.9% |
| 3Y | +62.8% | +679.5% | -616.7% | -13.2% |
| 5Y | +64.4% | +667.3% | -602.9% | -15.9% |
| 10Y | +175.5% | +1,301.0% | -1,125.6% | +6.1% |
| All | +175.5% | +1,300.1% | -1,124.7% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling