+253.1%
TSEM vs FTV
+21.5%
+231.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.1% | +8.9% | +7.7% |
| 7D | +6.9% | -4.6% | +11.5% | +6.3% |
| 30D | +5.3% | -7.2% | +12.5% | +4.2% |
| 3M | -14.9% | -7.3% | -7.6% | -15.1% |
| 6M | +80.0% | -1.6% | +81.7% | +78.5% |
| YTD | +89.4% | +3.3% | +86.0% | +93.7% |
| 1Y | +253.1% | +20.2% | +232.9% | +253.2% |
| All | +253.1% | +21.5% | +231.6% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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