+1,348.4%
FERG vs TSEM
+1,272.5%
+75.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.8% | -5.5% | +1.9% |
| 7D | 0.0% | +6.9% | -6.9% | -0.4% |
| 30D | -10.2% | +5.3% | -15.5% | -10.5% |
| 3M | -0.6% | -14.9% | +14.3% | -0.3% |
| 6M | -6.5% | +80.0% | -86.6% | -10.1% |
| YTD | +4.2% | +89.4% | -85.2% | -0.2% |
| 1Y | -2.3% | +253.1% | -255.3% | -9.3% |
| 3Y | +48.5% | +642.1% | -593.6% | +32.9% |
| 5Y | +72.0% | +659.1% | -587.1% | +54.2% |
| 10Y | +369.9% | +1,291.4% | -921.5% | +318.8% |
| All | +1,348.4% | +1,272.5% | +75.9% | +1,082.7% |
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