+769.2%
TSEM vs FN
+753.0%
+16.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.7% | -6.8% | -0.3% |
| 7D | -17.5% | 0.0% | -17.5% | -17.6% |
| 30D | -44.7% | -34.3% | -10.4% | -33.5% |
| 3M | -38.9% | -39.9% | +1.0% | -24.1% |
| 6M | -36.7% | -51.8% | +15.2% | -13.1% |
| YTD | +17.0% | -28.1% | +45.1% | +36.9% |
| 1Y | +62.8% | -29.1% | +91.9% | +91.3% |
| 3Y | +471.3% | +102.4% | +368.9% | +338.4% |
| 5Y | +290.3% | +171.7% | +118.6% | +152.7% |
| All | +769.2% | +753.0% | +16.2% | +259.4% |
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