+679.5%
TSEM vs FE
+48.5%
+631.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | +10.4% | +0.6% | +9.8% | +10.5% |
| 30D | -12.9% | -2.1% | -10.8% | -13.2% |
| 3M | -9.2% | +2.6% | -11.8% | -8.7% |
| 6M | +98.8% | -6.8% | +105.5% | +98.5% |
| YTD | +87.2% | +6.9% | +80.3% | +88.6% |
| 1Y | +239.0% | +11.6% | +227.4% | +242.1% |
| 3Y | +679.5% | +47.7% | +631.8% | +677.7% |
| All | +679.5% | +48.5% | +631.0% | +677.7% |
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