+637.8%
TSEM vs FITB
+129.2%
+508.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -4.1% |
| 7D | +0.9% | -1.0% | +1.9% | +1.4% |
| 30D | -16.6% | -5.5% | -11.1% | -14.3% |
| 3M | -10.9% | +4.1% | -15.0% | -12.9% |
| 6M | +78.0% | +18.7% | +59.3% | +62.6% |
| YTD | +77.2% | +18.2% | +59.0% | +60.9% |
| 1Y | +207.6% | +23.7% | +183.9% | +172.2% |
| All | +637.8% | +129.2% | +508.6% | +418.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling