+193.9%
TSEM vs FRMI
-77.3%
+271.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.5% | -12.7% | -3.0% |
| 7D | +10.4% | +23.3% | -12.9% | +6.7% |
| 30D | -12.9% | -7.6% | -5.3% | -12.4% |
| 3M | -9.2% | +0.2% | -9.4% | -10.9% |
| 6M | +98.8% | -28.7% | +127.5% | +100.9% |
| YTD | +87.2% | -28.6% | +115.8% | +87.1% |
| All | +193.9% | -77.3% | +271.2% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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