+1,304.5%
TSEM vs FN
+900.0%
+404.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.7% | +6.5% |
| 7D | +6.9% | -1.7% | +8.6% | +7.7% |
| 30D | +5.3% | -22.0% | +27.3% | +16.5% |
| 3M | -14.9% | -43.0% | +28.1% | +7.7% |
| 6M | +80.0% | -27.7% | +107.8% | +107.7% |
| YTD | +89.4% | -10.5% | +99.9% | +100.9% |
| 1Y | +253.1% | +12.5% | +240.6% | +245.0% |
| 3Y | +642.1% | +153.8% | +488.3% | +415.4% |
| 5Y | +659.1% | +288.0% | +371.1% | +321.6% |
| All | +1,304.5% | +900.0% | +404.5% | +429.2% |
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