+11.3%
TSEM vs FITB
+1,160.0%
-1,148.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | +0.6% | +6.3% | +6.8% |
| 30D | +5.3% | -4.7% | +10.0% | +6.4% |
| 3M | -14.9% | +6.7% | -21.6% | -16.1% |
| 6M | +80.0% | +12.6% | +67.5% | +75.7% |
| YTD | +89.4% | +19.1% | +70.2% | +82.4% |
| 1Y | +253.1% | +22.6% | +230.5% | +237.9% |
| 3Y | +642.1% | +127.1% | +515.0% | +529.5% |
| 5Y | +659.1% | +71.8% | +587.3% | +566.6% |
| 10Y | +1,291.4% | +287.2% | +1,004.2% | +916.6% |
| All | +11.3% | +1,160.0% | -1,148.7% | -40.0% |
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