+476.5%
TSEM vs FTV
+39.2%
+437.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +7.0% | +3.9% | +3.1% | +5.2% |
| 30D | -29.8% | +18.7% | -48.4% | -34.9% |
| 3M | -41.9% | +10.0% | -51.9% | -44.3% |
| 6M | -45.8% | +14.6% | -60.3% | -49.4% |
| YTD | +25.1% | +23.4% | +1.7% | +9.0% |
| 1Y | +48.2% | +31.3% | +16.9% | +23.0% |
| 3Y | +476.5% | +39.8% | +436.7% | +353.4% |
| All | +476.5% | +39.2% | +437.3% | +353.4% |
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