+1,755.9%
TSEM vs FTV
+90.8%
+1,665.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.3% |
| 7D | +6.9% | -4.5% | +11.4% | +9.2% |
| 30D | +5.3% | -7.1% | +12.4% | +9.0% |
| 3M | -14.9% | -7.2% | -7.7% | -12.7% |
| 6M | +80.0% | -1.5% | +81.5% | +79.0% |
| YTD | +89.4% | +3.5% | +85.9% | +80.5% |
| 1Y | +253.1% | +20.3% | +232.7% | +209.9% |
| 3Y | +642.1% | -3.1% | +645.2% | +627.5% |
| 5Y | +659.1% | +2.3% | +656.8% | +613.8% |
| 10Y | +1,291.4% | +76.3% | +1,215.1% | +930.3% |
| All | +1,755.9% | +90.8% | +1,665.2% | +1,227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling