-80.8%
FIG vs TSEM
+349.1%
-429.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | -0.3% |
| 7D | -12.2% | +0.9% | -13.1% | -11.9% |
| 30D | -11.0% | -16.6% | +5.7% | -14.2% |
| 3M | +11.9% | -10.9% | +22.8% | +12.6% |
| 6M | -21.9% | +78.0% | -99.9% | -12.0% |
| YTD | -40.8% | +77.2% | -118.0% | -33.4% |
| 1Y | -56.6% | +207.6% | -264.2% | -35.8% |
| All | -80.8% | +349.1% | -429.9% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling