+12,471.5%
FIX vs TSEM
+18.7%
+12,452.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | +0.8% |
| 7D | +6.0% | +6.9% | -0.9% | +4.9% |
| 30D | -7.2% | +5.3% | -12.5% | -8.1% |
| 3M | -15.9% | -14.9% | -0.9% | -14.2% |
| 6M | +12.7% | +80.0% | -67.3% | +3.2% |
| YTD | +72.8% | +89.4% | -16.6% | +56.9% |
| 1Y | +122.9% | +253.1% | -130.2% | +86.2% |
| 3Y | +774.3% | +642.1% | +132.2% | +566.1% |
| 5Y | +2,049.5% | +659.1% | +1,390.4% | +1,516.6% |
| 10Y | +5,821.5% | +1,291.4% | +4,530.1% | +4,005.2% |
| All | +12,471.5% | +18.7% | +12,452.8% | +8,789.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling