+253.1%
TSEM vs FDS
-17.4%
+270.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.5% | +11.4% | +6.0% |
| 7D | +6.9% | -1.9% | +8.8% | +6.0% |
| 30D | +5.3% | +9.0% | -3.7% | +10.6% |
| 3M | -14.9% | +18.9% | -33.8% | -3.3% |
| 6M | +80.0% | +35.1% | +44.9% | +115.7% |
| YTD | +89.4% | +5.5% | +83.9% | +121.2% |
| 1Y | +253.1% | -16.8% | +269.9% | +314.9% |
| All | +253.1% | -17.4% | +270.5% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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