+1,201.5%
TSEM vs FOXA
+90.3%
+1,111.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +10.4% | -0.6% | +11.1% | +10.5% |
| 30D | -12.9% | +2.3% | -15.3% | -13.6% |
| 3M | -9.2% | -2.8% | -6.3% | -9.6% |
| 6M | +98.8% | +9.6% | +89.2% | +90.1% |
| YTD | +87.2% | -9.9% | +97.1% | +89.8% |
| 1Y | +239.0% | +5.4% | +233.6% | +225.6% |
| 3Y | +679.5% | +115.3% | +564.2% | +501.2% |
| 5Y | +667.3% | +93.1% | +574.2% | +499.6% |
| All | +1,201.5% | +90.3% | +1,111.2% | +860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling