+1,526.4%
FERG vs TSEM
+806.7%
+719.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +1.0% |
| 7D | +9.7% | +7.0% | +2.8% | +9.3% |
| 30D | +15.0% | -29.8% | +44.8% | +16.9% |
| 3M | +3.8% | -41.9% | +45.7% | +6.3% |
| 6M | +10.6% | -45.8% | +56.4% | +13.0% |
| YTD | +17.0% | +25.1% | -8.1% | +14.1% |
| 1Y | +7.1% | +48.2% | -41.1% | +3.5% |
| 3Y | +67.7% | +476.5% | -408.7% | +52.1% |
| 5Y | +76.4% | +301.4% | -225.0% | +61.6% |
| 10Y | +424.2% | +812.9% | -388.7% | +375.7% |
| All | +1,526.4% | +806.7% | +719.6% | +1,251.9% |
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