+667.3%
TSEM vs FITB
+71.1%
+596.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | +10.4% | +2.8% | +7.6% | +9.4% |
| 30D | -12.9% | -4.5% | -8.4% | -11.5% |
| 3M | -9.2% | +5.7% | -14.8% | -11.1% |
| 6M | +98.8% | +17.1% | +81.7% | +87.4% |
| YTD | +87.2% | +18.3% | +68.9% | +75.3% |
| 1Y | +239.0% | +23.9% | +215.1% | +211.9% |
| 3Y | +679.5% | +131.1% | +548.4% | +506.3% |
| 5Y | +667.3% | +71.1% | +596.2% | +554.3% |
| All | +667.3% | +71.1% | +596.1% | +554.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling