+679.5%
TSEM vs FDS
-30.4%
+709.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -2.2% |
| 7D | +10.4% | -5.4% | +15.8% | +9.0% |
| 30D | -12.9% | +1.6% | -14.5% | -12.3% |
| 3M | -9.2% | +17.7% | -26.9% | -4.3% |
| 6M | +98.8% | +29.1% | +69.7% | +110.6% |
| YTD | +87.2% | +1.0% | +86.2% | +107.1% |
| 1Y | +239.0% | -21.6% | +260.6% | +304.9% |
| 3Y | +679.5% | -30.1% | +709.6% | +837.8% |
| All | +679.5% | -30.4% | +709.9% | +837.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling