+523.5%
TSEM vs FGI
+5.7%
+517.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.8% | +7.6% |
| 7D | +6.8% | +6.9% | -0.1% | +6.7% |
| 30D | -26.6% | +3.9% | -30.6% | -26.6% |
| 3M | -36.3% | +74.3% | -110.6% | -36.6% |
| 6M | -30.6% | +28.9% | -59.5% | -30.8% |
| YTD | +35.3% | +39.1% | -3.8% | +34.2% |
| 1Y | +59.2% | +49.3% | +9.9% | +58.2% |
| All | +523.5% | +5.7% | +517.8% | +539.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling