-2.3%
FERG vs TSEM
+259.4%
-261.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.8% | -5.5% | +1.6% |
| 7D | 0.0% | +6.9% | -6.9% | -0.6% |
| 30D | -10.2% | +5.3% | -15.5% | -10.8% |
| 3M | -0.6% | -14.9% | +14.3% | -0.2% |
| 6M | -6.5% | +80.0% | -86.6% | -13.0% |
| YTD | +4.2% | +89.4% | -85.2% | -4.2% |
| 1Y | -2.3% | +253.1% | -255.3% | -15.2% |
| All | -2.3% | +259.4% | -261.6% | -15.2% |
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