+80.5%
TSEM vs FANG
+32.3%
+48.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -8.5% |
| 7D | -23.1% | -11.3% | -11.8% | -22.7% |
| 30D | -40.4% | -0.7% | -39.7% | -40.2% |
| 3M | -37.9% | -4.2% | -33.7% | -37.9% |
| 6M | -30.8% | -13.5% | -17.3% | -31.8% |
| YTD | +26.7% | +23.7% | +3.0% | +27.8% |
| 1Y | +80.5% | +34.3% | +46.1% | +77.3% |
| All | +80.5% | +32.3% | +48.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling