+849.8%
TSEM vs FN
+772.0%
+77.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | -1.0% |
| 7D | -9.5% | -4.1% | -5.4% | -7.7% |
| 30D | -35.5% | -28.3% | -7.1% | -25.3% |
| 3M | -41.6% | -33.9% | -7.7% | -30.3% |
| 6M | -30.1% | -43.9% | +13.8% | -9.6% |
| YTD | +25.7% | -23.4% | +49.2% | +43.1% |
| 1Y | +50.5% | -25.4% | +75.9% | +72.5% |
| 3Y | +501.7% | +107.9% | +393.8% | +355.1% |
| 5Y | +310.9% | +195.1% | +115.8% | +156.7% |
| 10Y | +849.8% | +794.1% | +55.7% | +283.2% |
| All | +849.8% | +772.0% | +77.9% | +283.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling