-45.8%
TSEM vs FITB
+14.7%
-60.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.2% |
| 7D | +7.0% | +2.8% | +4.2% | +6.3% |
| 30D | -29.8% | +9.8% | -39.6% | -31.1% |
| 3M | -41.9% | -5.2% | -36.8% | -41.2% |
| 6M | -45.8% | +17.3% | -63.1% | -51.2% |
| All | -45.8% | +14.7% | -60.4% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling