+8,533.7%
FIX vs TSEM
-21.2%
+8,554.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -13.9% | -9.5% | -4.5% | -12.4% |
| 30D | -35.5% | -35.5% | -0.1% | -30.9% |
| 3M | -33.9% | -41.6% | +7.6% | -28.3% |
| 6M | -43.3% | -30.1% | -13.2% | -40.4% |
| YTD | +18.7% | +25.7% | -7.0% | +14.8% |
| 1Y | +13.8% | +50.5% | -36.7% | +7.4% |
| 3Y | +495.0% | +501.7% | -6.8% | +372.3% |
| 5Y | +1,049.0% | +310.9% | +738.1% | +843.4% |
| 10Y | +3,644.4% | +849.8% | +2,794.6% | +2,660.1% |
| All | +8,533.7% | -21.2% | +8,554.9% | +6,405.5% |
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 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