-13.3%
TSEM vs FE
+563.2%
-576.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.9% |
| 7D | -17.5% | 0.0% | -17.5% | -17.5% |
| 30D | -44.7% | +5.2% | -49.9% | -45.3% |
| 3M | -38.9% | 0.0% | -38.9% | -39.0% |
| 6M | -36.7% | +5.0% | -41.7% | -37.5% |
| YTD | +17.0% | +7.9% | +9.1% | +14.5% |
| 1Y | +62.8% | +6.3% | +56.5% | +59.8% |
| 3Y | +471.3% | +46.0% | +425.3% | +419.3% |
| 5Y | +290.3% | +45.6% | +244.6% | +250.9% |
| 10Y | +790.1% | +109.3% | +680.8% | +623.5% |
| All | -13.3% | +563.2% | -576.5% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling