+15.3%
TSEM vs FPS
-13.7%
+29.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -17.3% | +8.6% | +1.4% |
| 7D | -23.1% | -23.3% | +0.2% | -10.5% |
| 30D | -40.4% | -42.4% | +2.0% | -19.0% |
| 3M | -37.9% | -43.0% | +5.2% | -15.8% |
| 6M | -30.8% | -44.5% | +13.7% | -7.5% |
| All | +15.3% | -13.7% | +29.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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