+476.5%
TSEM vs FICO
-27.8%
+504.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -6.9% |
| 7D | +7.0% | +2.2% | +4.7% | +7.1% |
| 30D | -29.8% | +0.1% | -29.8% | -29.8% |
| 3M | -41.9% | -35.2% | -6.8% | -43.2% |
| 6M | -45.8% | -32.4% | -13.4% | -48.3% |
| YTD | +25.1% | -57.4% | +82.5% | +28.8% |
| 1Y | +48.2% | -58.5% | +106.8% | +53.5% |
| 3Y | +476.5% | -28.9% | +505.3% | +440.6% |
| All | +476.5% | -27.8% | +504.3% | +440.6% |
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