+80.5%
TSEM vs FTI
+57.1%
+23.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.4% | -5.4% | -6.5% |
| 7D | -23.1% | -9.7% | -13.4% | -17.7% |
| 30D | -40.4% | -8.2% | -32.2% | -36.7% |
| 3M | -37.9% | -7.8% | -30.1% | -33.7% |
| 6M | -30.8% | -13.4% | -17.4% | -23.4% |
| YTD | +26.7% | +45.1% | -18.3% | -2.9% |
| 1Y | +80.5% | +54.6% | +25.9% | +28.7% |
| All | +80.5% | +57.1% | +23.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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