+3,800.0%
FIX vs TSEM
+879.4%
+2,920.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.9% | -1.5% | +5.1% |
| 7D | -7.2% | -2.0% | -5.3% | -5.9% |
| 30D | -35.1% | -33.4% | -1.7% | -23.9% |
| 3M | -34.3% | -39.7% | +5.4% | -20.7% |
| 6M | -42.9% | -27.8% | -15.1% | -37.5% |
| YTD | +19.5% | +29.7% | -10.2% | +4.1% |
| 1Y | +16.8% | +81.1% | -64.4% | -10.3% |
| 3Y | +506.7% | +529.3% | -22.6% | +206.3% |
| 5Y | +1,046.7% | +315.0% | +731.7% | +536.2% |
| 10Y | +3,800.0% | +865.7% | +2,934.3% | +1,401.1% |
| All | +3,800.0% | +879.4% | +2,920.6% | +1,401.1% |
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