+621.7%
TSEM vs FANG
+232.6%
+389.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.4% |
| 30D | -18.7% | +2.6% | -21.4% | -19.2% |
| 3M | -18.1% | +7.6% | -25.7% | -19.4% |
| 6M | +77.1% | +17.3% | +59.8% | +70.8% |
| YTD | +80.1% | +38.7% | +41.5% | +67.6% |
| 1Y | +220.4% | +51.6% | +168.7% | +192.0% |
| 3Y | +650.1% | +50.0% | +600.1% | +584.4% |
| All | +621.7% | +232.6% | +389.1% | +504.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling