+97.2%
TFC vs TSEM
+1,283.8%
-1,186.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.3% | +4.7% | -6.0% | -2.2% |
| 30D | -2.3% | -14.2% | +11.9% | +0.3% |
| 3M | +2.5% | -5.0% | +7.5% | +0.4% |
| 6M | +9.5% | +87.6% | -78.1% | -11.6% |
| YTD | +5.1% | +84.4% | -79.4% | -16.0% |
| 1Y | +15.5% | +235.4% | -219.9% | -22.2% |
| 3Y | +95.2% | +668.0% | -572.8% | +0.4% |
| 5Y | +14.5% | +644.7% | -630.3% | -42.6% |
| 10Y | +97.2% | +1,326.7% | -1,229.5% | -28.8% |
| All | +97.2% | +1,283.8% | -1,186.6% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling