+663.0%
TSEM vs FE
+45.0%
+618.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.4% | +7.8% |
| 7D | +6.9% | +1.9% | +4.9% | +7.0% |
| 30D | +5.3% | -1.2% | +6.5% | +5.2% |
| 3M | -14.9% | +3.5% | -18.4% | -14.8% |
| 6M | +80.0% | -6.1% | +86.1% | +80.4% |
| YTD | +89.4% | +7.6% | +81.7% | +89.3% |
| 1Y | +253.1% | +11.9% | +241.2% | +252.5% |
| 3Y | +642.1% | +48.4% | +593.7% | +626.9% |
| All | +663.0% | +45.0% | +618.0% | +620.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling