-55.8%
FIG vs TSEM
+259.4%
-315.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.8% | -12.2% | -3.0% |
| 7D | -16.3% | +6.9% | -23.2% | -15.2% |
| 30D | -14.3% | +5.3% | -19.6% | -13.1% |
| 3M | +7.2% | -14.9% | +22.1% | +7.6% |
| 6M | -18.6% | +80.0% | -98.7% | -19.9% |
| YTD | -35.5% | +89.4% | -124.8% | -39.1% |
| 1Y | -55.8% | +253.1% | -308.9% | -61.7% |
| All | -55.8% | +259.4% | -315.2% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling