+515.0%
TSEM vs FN
+2,575.5%
-2,060.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -14.2% | +2.3% | -7.1% |
| 7D | -30.3% | -16.0% | -14.3% | -25.9% |
| 30D | -49.3% | -40.1% | -9.2% | -39.6% |
| 3M | -38.0% | -43.9% | +5.9% | -24.6% |
| 6M | -41.9% | -55.6% | +13.7% | -23.3% |
| YTD | +11.6% | -35.7% | +47.2% | +31.9% |
| 1Y | +50.5% | -39.8% | +90.3% | +81.1% |
| 3Y | +445.3% | +80.3% | +365.1% | +371.9% |
| 5Y | +272.2% | +143.3% | +128.9% | +185.9% |
| 10Y | +748.9% | +682.3% | +66.6% | +381.6% |
| All | +515.0% | +2,575.5% | -2,060.5% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling