+667.3%
TSEM vs FDS
-20.4%
+687.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.6% |
| 7D | +10.4% | -5.4% | +15.8% | +9.9% |
| 30D | -12.9% | +1.6% | -14.5% | -12.7% |
| 3M | -9.2% | +17.7% | -26.9% | -7.7% |
| 6M | +98.8% | +29.1% | +69.7% | +99.7% |
| YTD | +87.2% | +1.0% | +86.2% | +97.5% |
| 1Y | +239.0% | -21.6% | +260.6% | +282.4% |
| 3Y | +679.5% | -30.1% | +709.6% | +805.0% |
| 5Y | +667.3% | -20.7% | +688.0% | +865.0% |
| All | +667.3% | -20.4% | +687.7% | +865.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling