+650.1%
TSEM vs FWONK
+44.6%
+605.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -18.7% | -7.7% | -11.0% | -16.8% |
| 3M | -18.1% | +5.7% | -23.8% | -20.2% |
| 6M | +77.1% | +13.5% | +63.6% | +67.4% |
| YTD | +80.1% | -3.0% | +83.1% | +80.5% |
| 1Y | +220.4% | -6.4% | +226.8% | +225.0% |
| 3Y | +650.1% | +43.8% | +606.2% | +562.7% |
| All | +650.1% | +44.6% | +605.5% | +562.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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