+253.1%
TSEM vs FN
+17.1%
+236.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.7% | +5.7% |
| 7D | +6.9% | -1.7% | +8.6% | +8.2% |
| 30D | +5.3% | -22.0% | +27.3% | +23.0% |
| 3M | -14.9% | -43.0% | +28.1% | +22.8% |
| 6M | +80.0% | -27.7% | +107.8% | +119.2% |
| YTD | +89.4% | -10.5% | +99.9% | +100.8% |
| 1Y | +253.1% | +12.5% | +240.6% | +233.3% |
| All | +253.1% | +17.1% | +236.0% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling