+565.9%
TSEM vs FND
+57.9%
+508.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.4% |
| 7D | +7.0% | -6.8% | +13.8% | +8.8% |
| 30D | -29.8% | +8.0% | -37.8% | -31.5% |
| 3M | -41.9% | -18.9% | -23.0% | -39.4% |
| 6M | -45.8% | +4.7% | -50.4% | -47.5% |
| YTD | +25.1% | -21.6% | +46.7% | +28.1% |
| 1Y | +48.2% | -22.0% | +70.3% | +51.9% |
| 3Y | +476.5% | -40.4% | +516.9% | +511.2% |
| 5Y | +301.4% | -63.8% | +365.2% | +363.2% |
| All | +565.9% | +57.9% | +508.0% | +444.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling