-28.5%
TSEM vs FHN
-1.3%
-27.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.7% |
| 7D | +20.5% | +1.3% | +19.3% | +20.6% |
| 30D | -29.0% | +2.8% | -31.8% | -28.2% |
| 3M | -39.4% | -8.9% | -30.4% | -40.6% |
| 6M | -28.5% | -0.7% | -27.8% | -24.7% |
| All | -28.5% | -1.3% | -27.2% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling