+679.5%
TSEM vs FHN
+134.1%
+545.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.6% |
| 7D | +10.4% | +2.7% | +7.8% | +9.0% |
| 30D | -12.9% | -3.1% | -9.8% | -11.4% |
| 3M | -9.2% | +2.3% | -11.5% | -10.7% |
| 6M | +98.8% | +9.7% | +89.0% | +88.5% |
| YTD | +87.2% | +4.7% | +82.5% | +81.7% |
| 1Y | +239.0% | +13.8% | +225.2% | +213.8% |
| 3Y | +679.5% | +131.6% | +547.9% | +447.6% |
| All | +679.5% | +134.1% | +545.4% | +447.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling