+253.1%
TSEM vs FOXA
+9.1%
+244.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.4% | +11.2% | +7.5% |
| 7D | +6.9% | -4.0% | +10.8% | +6.4% |
| 30D | +5.3% | +12.0% | -6.7% | +7.0% |
| 3M | -14.9% | +0.3% | -15.2% | -12.9% |
| 6M | +80.0% | +12.5% | +67.6% | +82.5% |
| YTD | +89.4% | -9.6% | +99.0% | +101.3% |
| 1Y | +253.1% | +8.6% | +244.5% | +260.3% |
| All | +253.1% | +9.1% | +244.0% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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