-26.1%
TSEM vs FITB
+1,154.7%
-1,180.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -9.5% | +0.5% | -10.0% | -9.5% |
| 30D | -35.5% | +7.0% | -42.5% | -36.4% |
| 3M | -41.6% | -4.4% | -37.2% | -41.0% |
| 6M | -30.1% | +11.6% | -41.6% | -31.8% |
| YTD | +25.7% | +18.6% | +7.1% | +21.1% |
| 1Y | +50.5% | +29.8% | +20.6% | +42.4% |
| 3Y | +501.7% | +140.7% | +361.0% | +405.4% |
| 5Y | +310.9% | +48.6% | +262.3% | +270.8% |
| 10Y | +849.8% | +224.4% | +625.4% | +614.5% |
| All | -26.1% | +1,154.7% | -1,180.8% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling