+471.3%
TSEM vs FICO
-24.3%
+495.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.8% |
| 7D | -17.5% | -0.9% | -16.6% | -17.6% |
| 30D | -44.7% | +3.3% | -48.0% | -44.5% |
| 3M | -38.9% | -31.7% | -7.2% | -40.2% |
| 6M | -36.7% | -34.0% | -2.7% | -39.8% |
| YTD | +17.0% | -58.3% | +75.3% | +20.3% |
| 1Y | +62.8% | -57.9% | +120.8% | +66.8% |
| 3Y | +471.3% | -24.1% | +495.4% | +423.3% |
| All | +471.3% | -24.3% | +495.6% | +423.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling