-80.9%
FIG vs TSEM
+367.5%
-448.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.6% |
| 7D | -14.5% | +4.7% | -19.2% | -13.4% |
| 30D | -13.3% | -14.2% | +0.9% | -15.9% |
| 3M | +7.4% | -5.0% | +12.5% | +9.6% |
| 6M | -27.8% | +87.6% | -115.4% | -17.7% |
| YTD | -41.1% | +84.4% | -125.5% | -33.2% |
| 1Y | -58.7% | +235.4% | -294.1% | -35.0% |
| All | -80.9% | +367.5% | -448.4% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling