+1,421.2%
TFC vs TSEM
+11.3%
+1,409.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.8% | -0.5% |
| 7D | +2.4% | +6.9% | -4.5% | +1.9% |
| 30D | -1.3% | +5.3% | -6.6% | -1.9% |
| 3M | +6.1% | -14.9% | +21.0% | +6.3% |
| 6M | +7.3% | +80.0% | -72.7% | +0.4% |
| YTD | +8.2% | +89.4% | -81.2% | +0.4% |
| 1Y | +14.4% | +253.1% | -238.7% | +0.6% |
| 3Y | +93.7% | +642.1% | -548.4% | +59.1% |
| 5Y | +16.4% | +659.1% | -642.7% | -5.1% |
| 10Y | +101.6% | +1,291.4% | -1,189.8% | +56.1% |
| All | +1,421.2% | +11.3% | +1,409.9% | +980.4% |
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