+424.2%
FERG vs TSEM
+805.6%
-381.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +1.3% |
| 7D | +9.7% | +7.0% | +2.8% | +9.1% |
| 30D | +15.0% | -29.8% | +44.8% | +18.2% |
| 3M | +3.8% | -41.9% | +45.7% | +8.0% |
| 6M | +10.6% | -45.8% | +56.4% | +14.7% |
| YTD | +17.0% | +25.1% | -8.1% | +11.1% |
| 1Y | +7.1% | +48.2% | -41.1% | -0.1% |
| 3Y | +67.7% | +476.5% | -408.7% | +37.3% |
| 5Y | +76.4% | +301.4% | -225.0% | +47.7% |
| All | +424.2% | +805.6% | -381.4% | +323.4% |
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