+80.5%
TSEM vs FICO
-57.1%
+137.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -9.9% |
| 7D | -23.1% | +0.4% | -23.5% | -23.0% |
| 30D | -40.4% | +1.7% | -42.0% | -39.4% |
| 3M | -37.9% | -33.0% | -4.8% | -45.2% |
| 6M | -30.8% | -33.9% | +3.1% | -39.7% |
| YTD | +26.7% | -58.5% | +85.3% | +8.3% |
| 1Y | +80.5% | -56.4% | +136.8% | +53.2% |
| All | +80.5% | -57.1% | +137.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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