+15.6%
TFC vs TSEM
+657.2%
-641.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +2.2% | +10.4% | -8.2% | +0.9% |
| 30D | -2.5% | -12.9% | +10.5% | -0.9% |
| 3M | +4.5% | -9.2% | +13.7% | +3.7% |
| 6M | +11.0% | +98.8% | -87.8% | -6.6% |
| YTD | +5.9% | +87.2% | -81.3% | -10.9% |
| 1Y | +14.6% | +239.0% | -224.4% | -16.2% |
| 3Y | +96.7% | +679.5% | -582.8% | +14.5% |
| 5Y | +15.6% | +667.3% | -651.7% | -31.9% |
| All | +15.6% | +657.2% | -641.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling