+48.2%
TSEM vs FDS
+25.7%
+22.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -6.8% |
| 7D | +7.0% | +1.5% | +5.5% | +7.8% |
| 30D | -29.8% | +14.8% | -44.6% | -23.0% |
| 3M | -41.9% | +16.3% | -58.2% | -35.0% |
| 6M | -45.8% | +66.2% | -112.0% | -26.4% |
| YTD | +25.1% | +16.2% | +8.9% | +58.3% |
| 1Y | +48.2% | +21.8% | +26.4% | +93.4% |
| All | +48.2% | +25.7% | +22.6% | +93.4% |
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