+86.4%
F vs TSEM
+1,300.1%
-1,213.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | +1.2% | +10.4% | -9.3% | -1.1% |
| 30D | +1.2% | -12.9% | +14.2% | +4.1% |
| 3M | -5.7% | -9.2% | +3.5% | -6.6% |
| 6M | +17.9% | +98.8% | -80.8% | -6.4% |
| YTD | +10.4% | +87.2% | -76.8% | -12.3% |
| 1Y | +25.3% | +239.0% | -213.6% | -17.0% |
| 3Y | +37.5% | +679.5% | -642.0% | -32.8% |
| 5Y | +46.5% | +667.3% | -620.7% | -29.5% |
| 10Y | +86.4% | +1,301.0% | -1,214.6% | -31.7% |
| All | +86.4% | +1,300.1% | -1,213.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TSEM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling