+253.1%
TSEM vs FND
-36.4%
+289.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +7.8% |
| 7D | +6.9% | -5.2% | +12.1% | +7.0% |
| 30D | +5.3% | -19.9% | +25.2% | +5.6% |
| 3M | -14.9% | +2.7% | -17.6% | -15.6% |
| 6M | +80.0% | -21.7% | +101.7% | +83.8% |
| YTD | +89.4% | -17.5% | +106.9% | +88.2% |
| 1Y | +253.1% | -39.3% | +292.4% | +236.3% |
| All | +253.1% | -36.4% | +289.4% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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