+80.5%
TSEM vs CF
+35.9%
+44.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.4% | -4.4% | -10.1% |
| 7D | -23.1% | -6.9% | -16.2% | -24.7% |
| 30D | -40.4% | -3.7% | -36.6% | -40.9% |
| 3M | -37.9% | -5.0% | -32.9% | -38.3% |
| 6M | -30.8% | -10.5% | -20.3% | -32.4% |
| YTD | +26.7% | +46.5% | -19.8% | +10.5% |
| 1Y | +80.5% | +34.8% | +45.7% | +74.3% |
| All | +80.5% | +35.9% | +44.6% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling