-34.4%
TSEM vs FICO
+13,285.0%
-13,319.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.9% | -12.9% | -12.1% |
| 7D | -30.3% | -0.3% | -30.0% | -30.3% |
| 30D | -49.3% | +1.7% | -51.0% | -50.0% |
| 3M | -38.0% | -35.2% | -2.8% | -34.5% |
| 6M | -41.9% | -33.7% | -8.3% | -40.9% |
| YTD | +11.6% | -58.2% | +69.7% | +24.0% |
| 1Y | +50.5% | -56.6% | +107.0% | +65.5% |
| 3Y | +445.3% | -24.0% | +469.3% | +410.1% |
| 5Y | +272.2% | +86.1% | +186.2% | +171.2% |
| 10Y | +748.9% | +522.8% | +226.1% | +365.7% |
| All | -34.4% | +13,285.0% | -13,319.4% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling