+253.1%
TSEM vs CF
+62.4%
+190.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.1% | +6.9% |
| 7D | +6.9% | +6.0% | +0.9% | +8.9% |
| 30D | +5.3% | +14.8% | -9.5% | +10.0% |
| 3M | -14.9% | +14.1% | -29.0% | -10.8% |
| 6M | +80.0% | +28.5% | +51.5% | +84.4% |
| YTD | +89.4% | +74.9% | +14.4% | +86.8% |
| 1Y | +253.1% | +61.7% | +191.4% | +258.5% |
| All | +253.1% | +62.4% | +190.7% | +258.5% |
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