+11.3%
TSEM vs FHN
+466.5%
-455.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +1.2% | +5.7% | +6.6% |
| 30D | +5.3% | -4.7% | +10.0% | +6.6% |
| 3M | -14.9% | +3.5% | -18.5% | -15.8% |
| 6M | +80.0% | +7.8% | +72.2% | +76.7% |
| YTD | +89.4% | +5.9% | +83.5% | +86.6% |
| 1Y | +253.1% | +12.5% | +240.6% | +242.4% |
| 3Y | +642.1% | +117.2% | +524.9% | +516.5% |
| 5Y | +659.1% | +86.5% | +572.6% | +523.2% |
| 10Y | +1,291.4% | +125.7% | +1,165.6% | +931.2% |
| All | +11.3% | +466.5% | -455.2% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling