+907.9%
TSEM vs FND
+66.0%
+841.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +7.4% |
| 7D | +6.9% | -5.2% | +12.1% | +8.2% |
| 30D | +5.3% | -19.9% | +25.2% | +10.8% |
| 3M | -14.9% | +2.7% | -17.6% | -16.6% |
| 6M | +80.0% | -21.7% | +101.7% | +87.4% |
| YTD | +89.4% | -17.5% | +106.9% | +92.8% |
| 1Y | +253.1% | -39.3% | +292.4% | +287.1% |
| 3Y | +642.1% | -49.8% | +691.9% | +725.5% |
| 5Y | +659.1% | -60.1% | +719.2% | +757.7% |
| All | +907.9% | +66.0% | +841.8% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling