+1,259.9%
TSEM vs FTI
+301.2%
+958.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.1% | -3.3% |
| 7D | +0.9% | -5.6% | +6.5% | +2.3% |
| 30D | -16.6% | +0.4% | -17.0% | -16.6% |
| 3M | -10.9% | +8.1% | -19.0% | -12.4% |
| 6M | +78.0% | +16.7% | +61.3% | +71.9% |
| YTD | +77.2% | +70.0% | +7.2% | +57.9% |
| 1Y | +207.6% | +85.4% | +122.1% | +168.7% |
| 3Y | +637.8% | +265.9% | +371.9% | +452.7% |
| 5Y | +617.0% | +1,072.7% | -455.8% | +298.2% |
| All | +1,259.9% | +301.2% | +958.7% | +769.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling