+668.0%
TSEM vs FTI
+274.9%
+393.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | +4.7% | -2.3% | +7.1% | +5.6% |
| 30D | -14.2% | +5.0% | -19.3% | -15.7% |
| 3M | -5.0% | +13.8% | -18.9% | -9.4% |
| 6M | +87.6% | +22.9% | +64.7% | +73.6% |
| YTD | +84.4% | +75.0% | +9.5% | +52.9% |
| 1Y | +235.4% | +96.9% | +138.5% | +167.9% |
| All | +668.0% | +274.9% | +393.0% | +441.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling