+269.1%
F vs TSEM
-31.2%
+300.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -1.3% |
| 7D | +1.6% | -17.5% | +19.1% | +3.5% |
| 30D | +2.6% | -44.7% | +47.3% | +9.2% |
| 3M | -8.8% | -38.9% | +30.1% | -4.6% |
| 6M | +4.6% | -36.7% | +41.3% | +7.5% |
| YTD | -1.9% | +17.0% | -18.9% | -7.2% |
| 1Y | -0.8% | +62.8% | -63.6% | -10.0% |
| 3Y | +43.5% | +471.3% | -427.8% | +10.5% |
| 5Y | -12.1% | +290.3% | -302.3% | -29.7% |
| 10Y | +83.6% | +790.1% | -706.5% | +32.2% |
| All | +269.1% | -31.2% | +300.3% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling