+236.8%
TSEM vs FIGR
-0.1%
+236.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +8.0% |
| 7D | +6.9% | -0.2% | +7.1% | +6.8% |
| 30D | +5.3% | +25.2% | -19.9% | +0.5% |
| 3M | -14.9% | +14.8% | -29.7% | -18.1% |
| 6M | +80.0% | +17.9% | +62.1% | +72.7% |
| YTD | +89.4% | -11.9% | +101.3% | +84.0% |
| All | +236.8% | -0.1% | +236.9% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling