+207.6%
TSEM vs FHN
+11.4%
+196.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.7% | -4.3% |
| 7D | +0.9% | -0.8% | +1.7% | +1.3% |
| 30D | -16.6% | -2.6% | -14.0% | -15.5% |
| 3M | -10.9% | +0.8% | -11.8% | -11.8% |
| 6M | +78.0% | +9.2% | +68.8% | +67.5% |
| YTD | +77.2% | +5.1% | +72.1% | +70.3% |
| 1Y | +207.6% | +12.2% | +195.4% | +189.2% |
| All | +207.6% | +11.4% | +196.2% | +189.2% |
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