+529.3%
TSEM vs FN
+112.9%
+416.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.9% | -1.0% | +4.4% |
| 7D | -2.0% | +16.3% | -18.2% | -10.1% |
| 30D | -33.4% | -24.7% | -8.7% | -22.7% |
| 3M | -39.7% | -34.9% | -4.8% | -25.2% |
| 6M | -27.8% | -41.1% | +13.3% | -4.8% |
| YTD | +29.7% | -19.6% | +49.3% | +47.4% |
| 1Y | +81.1% | -18.5% | +99.7% | +104.6% |
| 3Y | +529.3% | +119.1% | +410.2% | +367.3% |
| All | +529.3% | +112.9% | +416.4% | +367.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling