+1,126.1%
TSEM vs FTV
+127.6%
+998.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +7.0% | +3.9% | +3.1% | +5.1% |
| 30D | -29.8% | +18.7% | -48.4% | -35.3% |
| 3M | -41.9% | +10.0% | -51.9% | -44.5% |
| 6M | -45.8% | +14.6% | -60.3% | -49.6% |
| YTD | +25.1% | +23.4% | +1.7% | +9.7% |
| 1Y | +48.2% | +31.3% | +16.9% | +25.8% |
| 3Y | +476.5% | +39.8% | +436.7% | +376.0% |
| 5Y | +301.4% | +17.7% | +283.8% | +253.9% |
| 10Y | +812.9% | +110.2% | +702.7% | +515.7% |
| All | +1,126.1% | +127.6% | +998.6% | +707.1% |
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