-56.6%
FIG vs TSEM
+220.1%
-276.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | -0.1% |
| 7D | -12.2% | +0.9% | -13.1% | -12.0% |
| 30D | -11.0% | -16.6% | +5.7% | -13.3% |
| 3M | +11.9% | -10.9% | +22.8% | +11.9% |
| 6M | -21.9% | +78.0% | -99.9% | -24.8% |
| YTD | -40.8% | +77.2% | -118.0% | -45.5% |
| 1Y | -56.6% | +207.6% | -264.2% | -66.7% |
| All | -56.6% | +220.1% | -276.7% | -66.7% |
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