+1,259.9%
TSEM vs FDS
+66.9%
+1,193.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.8% | +1.9% | -2.9% |
| 7D | +0.9% | -16.0% | +16.9% | +4.1% |
| 30D | -16.6% | -6.7% | -9.9% | -15.9% |
| 3M | -10.9% | +6.0% | -16.9% | -13.9% |
| 6M | +78.0% | +25.1% | +52.9% | +60.1% |
| YTD | +77.2% | -8.1% | +85.3% | +76.2% |
| 1Y | +207.6% | -26.0% | +233.6% | +229.9% |
| 3Y | +637.8% | -36.4% | +674.3% | +733.0% |
| 5Y | +617.0% | -27.7% | +644.7% | +639.4% |
| All | +1,259.9% | +66.9% | +1,193.1% | +804.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling