+14.2%
TSEM vs FDS
+10,549.7%
-10,535.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +4.9% | +6.9% |
| 7D | +6.8% | -2.1% | +8.9% | +7.3% |
| 30D | -26.6% | +16.0% | -42.6% | -30.0% |
| 3M | -36.3% | +18.8% | -55.1% | -40.3% |
| 6M | -30.6% | +54.1% | -84.7% | -41.8% |
| YTD | +35.3% | +17.0% | +18.3% | +21.1% |
| 1Y | +59.2% | +25.5% | +33.7% | +38.7% |
| 3Y | +547.7% | -23.3% | +571.0% | +550.5% |
| 5Y | +337.5% | -22.6% | +360.2% | +331.5% |
| 10Y | +887.4% | +130.2% | +757.2% | +581.6% |
| All | +14.2% | +10,549.7% | -10,535.5% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling