+679.5%
TSEM vs FTV
-3.2%
+682.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.8% |
| 7D | +10.4% | -0.4% | +10.8% | +10.6% |
| 30D | -12.9% | -8.3% | -4.6% | -9.6% |
| 3M | -9.2% | -7.4% | -1.8% | -6.9% |
| 6M | +98.8% | -1.2% | +100.0% | +96.1% |
| YTD | +87.2% | +2.7% | +84.5% | +77.5% |
| 1Y | +239.0% | +18.4% | +220.5% | +188.6% |
| 3Y | +679.5% | -2.0% | +681.5% | +652.4% |
| All | +679.5% | -3.2% | +682.7% | +652.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling