+1,387.2%
TFC vs TSEM
-26.5%
+1,413.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.2% | +1.7% |
| 7D | +2.3% | +7.0% | -4.7% | +1.6% |
| 30D | +10.8% | -29.8% | +40.6% | +13.3% |
| 3M | -3.8% | -41.9% | +38.2% | -0.4% |
| 6M | +9.6% | -45.8% | +55.3% | +12.8% |
| YTD | +5.8% | +25.1% | -19.3% | +0.7% |
| 1Y | +16.2% | +48.2% | -32.1% | +8.9% |
| 3Y | +96.0% | +476.5% | -380.5% | +63.1% |
| 5Y | +1.7% | +301.4% | -299.8% | -13.6% |
| 10Y | +79.9% | +812.9% | -733.1% | +42.9% |
| All | +1,387.2% | -26.5% | +1,413.7% | +983.0% |
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