+1,380.2%
TFC vs TSEM
-20.5%
+1,400.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -0.6% |
| 7D | -1.2% | +6.8% | -8.0% | -1.8% |
| 30D | +7.8% | -26.6% | +34.4% | +9.9% |
| 3M | -3.0% | -36.3% | +33.4% | -0.3% |
| 6M | +5.8% | -30.6% | +36.4% | +6.5% |
| YTD | +5.3% | +35.3% | -30.0% | -0.4% |
| 1Y | +15.7% | +59.2% | -43.5% | +7.9% |
| 3Y | +94.8% | +547.7% | -452.9% | +60.7% |
| 5Y | 0.0% | +337.5% | -337.5% | -15.5% |
| 10Y | +79.0% | +887.4% | -808.4% | +41.4% |
| All | +1,380.2% | -20.5% | +1,400.7% | +971.7% |
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 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