+786.5%
TSEM vs FHN
+81.8%
+704.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.1% |
| 7D | +7.0% | +2.1% | +4.8% | +6.3% |
| 30D | -29.8% | +3.8% | -33.6% | -30.6% |
| 3M | -41.9% | -8.9% | -33.0% | -40.3% |
| 6M | -45.8% | +1.8% | -47.6% | -46.2% |
| YTD | +25.1% | +0.6% | +24.5% | +24.5% |
| 1Y | +48.2% | +12.9% | +35.3% | +42.6% |
| 3Y | +476.5% | +126.4% | +350.1% | +357.6% |
| 5Y | +301.4% | +62.3% | +239.2% | +227.3% |
| All | +786.5% | +81.8% | +704.6% | +561.7% |
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