+59.2%
TSEM vs FN
-19.6%
+78.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.8% | +3.5% |
| 7D | +6.8% | +8.0% | -1.2% | +0.9% |
| 30D | -26.6% | -19.1% | -7.5% | -15.4% |
| 3M | -36.3% | -29.8% | -6.5% | -20.6% |
| 6M | -30.6% | -43.2% | +12.6% | +0.5% |
| YTD | +35.3% | -18.9% | +54.2% | +52.7% |
| 1Y | +59.2% | -17.9% | +77.1% | +79.3% |
| All | +59.2% | -19.6% | +78.8% | +79.3% |
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