+786.5%
TSEM vs FITB
+212.2%
+574.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.3% |
| 7D | +7.0% | +2.8% | +4.2% | +6.0% |
| 30D | -29.8% | +9.8% | -39.6% | -32.1% |
| 3M | -41.9% | -5.2% | -36.8% | -40.9% |
| 6M | -45.8% | +17.3% | -63.1% | -48.9% |
| YTD | +25.1% | +19.3% | +5.8% | +16.7% |
| 1Y | +48.2% | +32.7% | +15.5% | +33.3% |
| 3Y | +476.5% | +141.6% | +334.9% | +325.6% |
| 5Y | +301.4% | +48.9% | +252.6% | +235.8% |
| All | +786.5% | +212.2% | +574.3% | +428.2% |
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