+476.5%
TSEM vs FE
+50.7%
+425.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -6.7% |
| 7D | +7.0% | +1.2% | +5.7% | +7.2% |
| 30D | -29.8% | +4.5% | -34.3% | -29.0% |
| 3M | -41.9% | +1.3% | -43.3% | -41.7% |
| 6M | -45.8% | +8.7% | -54.4% | -44.8% |
| YTD | +25.1% | +9.2% | +15.9% | +26.7% |
| 1Y | +48.2% | +7.0% | +41.3% | +49.9% |
| 3Y | +476.5% | +51.4% | +425.1% | +449.8% |
| All | +476.5% | +50.7% | +425.8% | +449.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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