+887.4%
TSEM vs FN
+850.1%
+37.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.8% | +5.0% |
| 7D | +6.8% | +8.0% | -1.2% | +3.3% |
| 30D | -26.6% | -19.1% | -7.5% | -19.4% |
| 3M | -36.3% | -29.8% | -6.5% | -26.1% |
| 6M | -30.6% | -43.2% | +12.6% | -11.1% |
| YTD | +35.3% | -18.9% | +54.2% | +50.3% |
| 1Y | +59.2% | -17.9% | +77.1% | +75.8% |
| 3Y | +547.7% | +120.1% | +427.5% | +378.2% |
| 5Y | +337.5% | +206.7% | +130.8% | +169.0% |
| 10Y | +887.4% | +804.7% | +82.7% | +297.4% |
| All | +887.4% | +850.1% | +37.3% | +297.4% |
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