+228.0%
TSEM vs FIGR
+5.9%
+222.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +4.7% | +14.9% | -10.1% | +2.2% |
| 30D | -14.2% | +32.3% | -46.5% | -18.9% |
| 3M | -5.0% | +34.8% | -39.8% | -11.0% |
| 6M | +87.6% | +16.8% | +70.8% | +79.6% |
| YTD | +84.4% | -6.7% | +91.1% | +77.5% |
| All | +228.0% | +5.9% | +222.1% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling