+80.5%
TSEM vs FTV
+37.8%
+42.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -8.4% |
| 7D | -23.1% | +6.6% | -29.7% | -22.4% |
| 30D | -40.4% | +19.1% | -59.5% | -39.0% |
| 3M | -37.9% | +13.1% | -51.0% | -37.1% |
| 6M | -30.8% | +14.0% | -44.8% | -29.3% |
| YTD | +26.7% | +24.2% | +2.5% | +34.9% |
| 1Y | +80.5% | +36.4% | +44.1% | +92.0% |
| All | +80.5% | +37.8% | +42.7% | +92.0% |
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