-26.1%
TSEM vs FHN
+438.9%
-465.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -9.5% | +0.9% | -10.4% | -9.6% |
| 30D | -35.5% | +2.1% | -37.5% | -35.8% |
| 3M | -41.6% | -6.0% | -35.6% | -40.7% |
| 6M | -30.1% | -2.9% | -27.1% | -29.8% |
| YTD | +25.7% | +0.7% | +25.0% | +25.3% |
| 1Y | +50.5% | +11.0% | +39.5% | +46.6% |
| 3Y | +501.7% | +130.3% | +371.4% | +394.0% |
| 5Y | +310.9% | +61.3% | +249.6% | +249.1% |
| 10Y | +849.8% | +89.6% | +760.2% | +632.2% |
| All | -26.1% | +438.9% | -465.0% | -61.4% |
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