-83.9%
FIG vs TSEM
+218.6%
-302.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -4.5% |
| 7D | -11.4% | -9.5% | -1.9% | -13.5% |
| 30D | -17.2% | -35.5% | +18.3% | -24.2% |
| 3M | -26.6% | -41.6% | +14.9% | -33.7% |
| 6M | -9.8% | -30.1% | +20.2% | -13.1% |
| YTD | -50.1% | +25.7% | -75.8% | -47.4% |
| 1Y | -58.1% | +50.5% | -108.5% | -53.5% |
| All | -83.9% | +218.6% | -302.5% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling