+655.5%
TSEM vs FICO
+4.8%
+650.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -16.7% | +24.5% | +7.0% |
| 7D | +6.9% | -19.2% | +26.1% | +5.9% |
| 30D | +5.3% | -14.6% | +19.9% | +4.6% |
| 3M | -14.9% | -20.1% | +5.2% | -16.6% |
| 6M | +80.0% | -36.3% | +116.4% | +82.2% |
| YTD | +89.4% | -44.9% | +134.2% | +97.6% |
| 1Y | +253.1% | -38.6% | +291.7% | +252.4% |
| All | +655.5% | +4.8% | +650.7% | +578.3% |
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