+852.7%
TSEM vs FHN
+80.9%
+771.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +20.5% | +1.3% | +19.3% | +20.1% |
| 30D | -29.0% | +2.8% | -31.8% | -29.6% |
| 3M | -39.4% | -8.9% | -30.4% | -37.6% |
| 6M | -28.5% | -0.7% | -27.8% | -28.7% |
| YTD | +34.4% | +0.1% | +34.4% | +34.0% |
| 1Y | +48.3% | +10.4% | +37.9% | +43.7% |
| 3Y | +543.5% | +128.8% | +414.7% | +409.7% |
| 5Y | +331.4% | +61.5% | +270.0% | +252.4% |
| All | +852.7% | +80.9% | +771.8% | +612.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling