+68.4%
FDX vs TSEM
+460.6%
-392.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.6% | -3.2% |
| 7D | -1.6% | -17.5% | +15.9% | 0.0% |
| 30D | +6.6% | -44.7% | +51.3% | +12.5% |
| 3M | -2.1% | -38.9% | +36.8% | +1.7% |
| 6M | +2.2% | -36.7% | +38.8% | +3.7% |
| YTD | +33.9% | +17.0% | +17.0% | +22.8% |
| 1Y | +50.2% | +62.8% | -12.6% | +29.4% |
| All | +68.4% | +460.6% | -392.2% | +6.0% |
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