+299.0%
TSEM vs FN
+169.4%
+129.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.3% | +0.4% | -3.6% |
| 7D | +7.0% | +0.3% | +6.7% | +7.1% |
| 30D | -29.8% | -16.5% | -13.2% | -23.5% |
| 3M | -41.9% | -42.1% | +0.2% | -26.3% |
| 6M | -45.8% | -52.9% | +7.1% | -25.0% |
| YTD | +25.1% | -28.0% | +53.1% | +48.4% |
| 1Y | +48.2% | -18.5% | +66.7% | +69.1% |
| 3Y | +476.5% | +93.9% | +382.6% | +410.5% |
| All | +299.0% | +169.4% | +129.6% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling