+220.4%
TSEM vs FTV
+14.7%
+205.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.7% |
| 7D | -4.9% | -4.0% | -0.9% | -5.3% |
| 30D | -18.7% | -11.0% | -7.7% | -19.9% |
| 3M | -18.1% | -8.4% | -9.7% | -18.3% |
| 6M | +77.1% | -2.6% | +79.6% | +75.8% |
| YTD | +80.1% | -0.6% | +80.8% | +83.2% |
| 1Y | +220.4% | +11.0% | +209.4% | +208.4% |
| All | +220.4% | +14.7% | +205.7% | +208.4% |
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