+49.3%
FERG vs TSEM
+633.2%
-583.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -11.8% | -16.6% | +4.8% | -10.0% |
| 3M | -1.2% | -10.9% | +9.7% | -1.2% |
| 6M | -2.3% | +78.0% | -80.3% | -13.1% |
| YTD | +0.8% | +77.2% | -76.4% | -11.1% |
| 1Y | +0.5% | +207.6% | -207.1% | -20.4% |
| All | +49.3% | +633.2% | -583.8% | -1.8% |
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