+644.7%
TSEM vs FTV
+1.8%
+642.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.0% |
| 7D | +4.7% | -1.3% | +6.0% | +5.2% |
| 30D | -14.2% | -9.5% | -4.7% | -10.6% |
| 3M | -5.0% | -10.9% | +5.9% | -1.0% |
| 6M | +87.6% | -0.6% | +88.2% | +85.3% |
| YTD | +84.4% | +1.4% | +83.0% | +77.5% |
| 1Y | +235.4% | +17.6% | +217.8% | +196.4% |
| 3Y | +668.0% | -3.3% | +671.2% | +648.7% |
| 5Y | +644.7% | -0.1% | +644.9% | +684.3% |
| All | +644.7% | +1.8% | +642.9% | +684.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling