+444.9%
TSEM vs FICO
-24.0%
+468.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.9% | -12.9% | -11.9% |
| 7D | -30.3% | -0.3% | -30.0% | -30.3% |
| 30D | -49.3% | +1.7% | -51.0% | -49.2% |
| 3M | -38.0% | -35.2% | -2.8% | -39.3% |
| 6M | -41.9% | -33.7% | -8.3% | -44.8% |
| YTD | +11.6% | -58.2% | +69.7% | +14.8% |
| 1Y | +50.5% | -56.6% | +107.0% | +53.0% |
| All | +444.9% | -24.0% | +468.9% | +399.3% |
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