+3,286.8%
FDX vs TSEM
+11.3%
+3,275.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -1.3% |
| 7D | -2.5% | +6.9% | -9.4% | -3.2% |
| 30D | +3.8% | +5.3% | -1.5% | +3.0% |
| 3M | -1.3% | -14.9% | +13.6% | -0.9% |
| 6M | +5.0% | +80.0% | -75.0% | -2.8% |
| YTD | +39.6% | +89.4% | -49.7% | +28.1% |
| 1Y | +81.1% | +253.1% | -172.0% | +55.6% |
| 3Y | +63.0% | +642.1% | -579.1% | +28.7% |
| 5Y | +65.6% | +659.1% | -593.5% | +29.1% |
| 10Y | +183.4% | +1,291.4% | -1,108.0% | +106.6% |
| All | +3,286.8% | +11.3% | +3,275.5% | +2,197.9% |
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