+5,831.7%
FIX vs TSEM
+1,298.4%
+4,533.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -1.0% |
| 7D | +6.0% | +6.9% | -0.9% | +3.3% |
| 30D | -7.2% | +5.3% | -12.5% | -9.6% |
| 3M | -15.9% | -14.9% | -0.9% | -12.4% |
| 6M | +12.7% | +80.0% | -67.3% | -12.6% |
| YTD | +72.8% | +89.4% | -16.6% | +30.8% |
| 1Y | +122.9% | +253.1% | -130.2% | +34.3% |
| 3Y | +774.3% | +642.1% | +132.2% | +308.5% |
| 5Y | +2,049.5% | +659.1% | +1,390.4% | +858.3% |
| All | +5,831.7% | +1,298.4% | +4,533.4% | +1,941.0% |
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