+644.7%
TSEM vs FND
-61.3%
+706.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +4.7% | -0.8% | +5.5% | +4.9% |
| 30D | -14.2% | -19.6% | +5.3% | -10.7% |
| 3M | -5.0% | -4.3% | -0.7% | -5.2% |
| 6M | +87.6% | -20.4% | +108.0% | +93.3% |
| YTD | +84.4% | -21.9% | +106.3% | +89.2% |
| 1Y | +235.4% | -45.2% | +280.6% | +271.6% |
| 3Y | +668.0% | -49.2% | +717.2% | +736.9% |
| 5Y | +644.7% | -61.8% | +706.5% | +823.7% |
| All | +644.7% | -61.3% | +706.0% | +823.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling