+253.1%
TSEM vs FITB
+23.7%
+229.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | +0.6% | +6.3% | +6.6% |
| 30D | +5.3% | -4.7% | +10.0% | +7.0% |
| 3M | -14.9% | +6.7% | -21.6% | -17.2% |
| 6M | +80.0% | +12.6% | +67.5% | +69.2% |
| YTD | +89.4% | +19.1% | +70.2% | +72.2% |
| 1Y | +253.1% | +22.6% | +230.4% | +209.1% |
| All | +253.1% | +23.7% | +229.4% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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