+593.2%
TSEM vs FRSH
-72.4%
+665.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +4.7% | -9.6% | +14.3% | +5.9% |
| 30D | -14.2% | -0.4% | -13.8% | -14.5% |
| 3M | -5.0% | +27.2% | -32.2% | -9.0% |
| 6M | +87.6% | +42.2% | +45.4% | +75.1% |
| YTD | +84.4% | -2.6% | +87.1% | +82.2% |
| 1Y | +235.4% | -10.2% | +245.6% | +235.6% |
| 3Y | +668.0% | -45.5% | +713.5% | +711.6% |
| All | +593.2% | -72.4% | +665.7% | +653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling