+650.1%
TSEM vs FRSH
-46.4%
+696.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -6.6% | +1.7% | -4.1% |
| 30D | -18.7% | +2.1% | -20.8% | -19.3% |
| 3M | -18.1% | +29.0% | -47.1% | -22.0% |
| 6M | +77.1% | +48.6% | +28.5% | +61.6% |
| YTD | +80.1% | -2.9% | +83.1% | +81.6% |
| 1Y | +220.4% | -7.9% | +228.3% | +226.9% |
| 3Y | +650.1% | -46.5% | +696.6% | +771.2% |
| All | +650.1% | -46.4% | +696.5% | +771.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling