+220.4%
TSEM vs FIGR
-3.1%
+223.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.4% |
| 7D | -4.9% | -3.0% | -1.8% | -4.4% |
| 30D | -18.7% | +13.7% | -32.4% | -21.2% |
| 3M | -18.1% | +23.9% | -42.0% | -22.2% |
| 6M | +77.1% | -8.4% | +85.5% | +75.6% |
| YTD | +80.1% | -14.6% | +94.8% | +75.9% |
| 1Y | +220.4% | +12.1% | +208.3% | +211.8% |
| All | +220.4% | -3.1% | +223.5% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling