+67.7%
FERG vs TSEM
+547.1%
-479.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +1.5% |
| 7D | +9.7% | +7.0% | +2.8% | +8.8% |
| 30D | +15.0% | -29.8% | +44.8% | +19.1% |
| 3M | +3.8% | -41.9% | +45.7% | +9.4% |
| 6M | +10.6% | -45.8% | +56.4% | +16.0% |
| YTD | +17.0% | +25.1% | -8.1% | +5.9% |
| 1Y | +7.1% | +48.2% | -41.1% | -6.5% |
| 3Y | +67.7% | +476.5% | -408.7% | +7.5% |
| All | +67.7% | +547.1% | -479.3% | +7.5% |
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