+561.5%
TSEM vs FGI
-70.4%
+631.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | -14.9% | +23.5% | -38.4% | -15.5% |
| 6M | +80.0% | +60.5% | +19.5% | +76.8% |
| YTD | +89.4% | +30.0% | +59.4% | +86.3% |
| 1Y | +253.1% | +82.1% | +171.0% | +243.6% |
| 3Y | +642.1% | -4.4% | +646.5% | +630.9% |
| All | +561.5% | -70.4% | +631.9% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling