+887.4%
TSEM vs FHN
+90.7%
+796.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.8% | +7.7% |
| 7D | +6.8% | -0.9% | +7.7% | +7.2% |
| 30D | -26.6% | +2.0% | -28.7% | -27.1% |
| 3M | -36.3% | -6.8% | -29.5% | -35.0% |
| 6M | -30.6% | -0.8% | -29.8% | -30.7% |
| YTD | +35.3% | +0.6% | +34.7% | +34.7% |
| 1Y | +59.2% | +11.5% | +47.7% | +53.8% |
| 3Y | +547.7% | +130.0% | +417.7% | +412.0% |
| 5Y | +337.5% | +60.8% | +276.7% | +257.7% |
| 10Y | +887.4% | +84.0% | +803.4% | +628.7% |
| All | +887.4% | +90.7% | +796.7% | +628.7% |
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