+529.3%
TSEM vs FDS
-24.3%
+553.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.2% | +10.8% |
| 7D | -2.0% | -5.0% | +3.0% | -3.3% |
| 30D | -33.4% | +13.8% | -47.2% | -30.6% |
| 3M | -39.7% | +14.8% | -54.5% | -36.4% |
| 6M | -27.8% | +47.4% | -75.2% | -19.7% |
| YTD | +29.7% | +14.2% | +15.5% | +50.5% |
| 1Y | +81.1% | +26.6% | +54.5% | +103.9% |
| 3Y | +529.3% | -24.4% | +553.7% | +725.3% |
| All | +529.3% | -24.3% | +553.6% | +725.3% |
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