+655.5%
TSEM vs FGI
-4.4%
+659.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +7.5% | +0.3% | +7.8% |
| 7D | +6.9% | +0.5% | +6.3% | +6.9% |
| 30D | +5.3% | +65.4% | -60.1% | +4.9% |
| 3M | -14.9% | +23.5% | -38.4% | -15.1% |
| 6M | +80.0% | +60.5% | +19.5% | +78.5% |
| YTD | +89.4% | +30.0% | +59.4% | +87.8% |
| 1Y | +253.1% | +82.1% | +171.0% | +250.4% |
| All | +655.5% | -4.4% | +659.9% | +651.8% |
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