+1,326.7%
TSEM vs FITB
+282.4%
+1,044.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.7% | -0.4% | +5.1% | +4.9% |
| 30D | -14.2% | -5.1% | -9.1% | -12.6% |
| 3M | -5.0% | +3.5% | -8.6% | -6.4% |
| 6M | +87.6% | +17.2% | +70.4% | +76.9% |
| YTD | +84.4% | +17.6% | +66.8% | +73.2% |
| 1Y | +235.4% | +23.4% | +212.0% | +209.5% |
| 3Y | +668.0% | +129.7% | +538.2% | +475.5% |
| 5Y | +644.7% | +68.4% | +576.3% | +497.2% |
| 10Y | +1,326.7% | +285.6% | +1,041.0% | +707.1% |
| All | +1,326.7% | +282.4% | +1,044.3% | +707.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling