+50.5%
TSEM vs FN
-24.2%
+74.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | +0.3% |
| 7D | -9.5% | -4.1% | -5.4% | -6.9% |
| 30D | -35.5% | -28.3% | -7.1% | -19.2% |
| 3M | -41.6% | -33.9% | -7.7% | -24.1% |
| 6M | -30.1% | -43.9% | +13.8% | +2.6% |
| YTD | +25.7% | -23.4% | +49.2% | +48.1% |
| 1Y | +50.5% | -25.4% | +75.9% | +80.7% |
| All | +50.5% | -24.2% | +74.7% | +80.7% |
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