+544.8%
TSEM vs FN
+2,887.5%
-2,342.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.7% | -6.8% | +0.9% |
| 7D | -17.5% | 0.0% | -17.5% | -17.5% |
| 30D | -44.7% | -34.3% | -10.4% | -36.2% |
| 3M | -38.9% | -39.9% | +1.0% | -27.6% |
| 6M | -36.7% | -51.8% | +15.2% | -18.8% |
| YTD | +17.0% | -28.1% | +45.1% | +33.0% |
| 1Y | +62.8% | -29.1% | +91.9% | +85.9% |
| 3Y | +471.3% | +102.4% | +368.9% | +375.1% |
| 5Y | +290.3% | +171.7% | +118.6% | +188.4% |
| 10Y | +790.1% | +773.5% | +16.6% | +385.9% |
| All | +544.8% | +2,887.5% | -2,342.7% | +193.5% |
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