+80.5%
TSEM vs FHN
+14.6%
+65.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.4% | -9.5% |
| 7D | -23.1% | +2.3% | -25.4% | -24.0% |
| 30D | -40.4% | +1.6% | -42.0% | -41.0% |
| 3M | -37.9% | -8.4% | -29.5% | -34.5% |
| 6M | -30.8% | -2.3% | -28.5% | -30.7% |
| YTD | +26.7% | +1.5% | +25.2% | +20.5% |
| 1Y | +80.5% | +15.0% | +65.5% | +49.0% |
| All | +80.5% | +14.6% | +65.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling