+18.4%
TSEM vs FTI
+2,165.1%
-2,146.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +7.9% |
| 7D | +6.9% | +5.3% | +1.6% | +5.4% |
| 30D | +5.3% | +15.3% | -10.0% | +1.2% |
| 3M | -14.9% | +15.8% | -30.7% | -18.2% |
| 6M | +80.0% | +22.6% | +57.5% | +70.1% |
| YTD | +89.4% | +79.5% | +9.8% | +61.5% |
| 1Y | +253.1% | +102.0% | +151.1% | +191.2% |
| 3Y | +642.1% | +315.8% | +326.3% | +392.8% |
| 5Y | +659.1% | +1,129.5% | -470.4% | +248.0% |
| 10Y | +1,291.4% | +320.9% | +970.4% | +639.9% |
| All | +18.4% | +2,165.1% | -2,146.7% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling