+337.0%
TSEM vs FGI
-74.8%
+411.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -25.2% | +18.2% | -6.7% |
| 7D | +7.0% | -14.4% | +21.4% | +7.1% |
| 30D | -29.8% | -11.8% | -18.0% | -29.7% |
| 3M | -41.9% | -46.2% | +4.3% | -41.7% |
| 6M | -45.8% | +5.2% | -50.9% | -46.1% |
| YTD | +25.1% | +10.5% | +14.6% | +23.2% |
| 1Y | +48.2% | +25.5% | +22.7% | +45.8% |
| 3Y | +476.5% | -16.0% | +492.5% | +468.2% |
| All | +337.0% | -74.8% | +411.8% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling