+519.9%
FIX vs TSEM
+599.9%
-80.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.6% | -2.6% | +1.3% |
| 7D | +6.4% | +6.8% | -0.3% | +3.3% |
| 30D | -29.1% | -26.6% | -2.5% | -18.0% |
| 3M | -31.1% | -36.3% | +5.2% | -15.9% |
| 6M | -42.8% | -30.6% | -12.2% | -35.8% |
| YTD | +24.6% | +35.3% | -10.7% | -2.1% |
| 1Y | +21.9% | +59.2% | -37.3% | -12.3% |
| All | +519.9% | +599.9% | -80.0% | +128.5% |
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