+80.5%
TSEM vs FIGR
-41.8%
+122.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.2% | -12.9% | -9.5% |
| 7D | -23.1% | -1.3% | -21.8% | -22.9% |
| 30D | -40.4% | -17.6% | -22.8% | -38.3% |
| 3M | -37.9% | -16.7% | -21.2% | -37.0% |
| 6M | -30.8% | -36.1% | +5.3% | -26.5% |
| YTD | +26.7% | -43.6% | +70.4% | +32.0% |
| 1Y | +80.5% | -39.8% | +120.3% | +85.1% |
| All | +80.5% | -41.8% | +122.3% | +85.1% |
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