+58.5%
FDX vs TSEM
+75.0%
-16.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | +2.9% |
| 7D | +0.2% | -2.0% | +2.1% | +0.1% |
| 30D | +9.3% | -33.4% | +42.7% | +11.6% |
| 3M | +0.5% | -39.7% | +40.2% | +3.1% |
| 6M | +5.3% | -27.8% | +33.2% | +5.6% |
| YTD | +38.6% | +29.7% | +8.9% | +32.2% |
| All | +58.5% | +75.0% | -16.6% | +50.2% |
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 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