+1,304.5%
TSEM vs CF
+569.3%
+735.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.1% | +8.4% |
| 7D | +6.9% | +6.0% | +0.9% | +5.7% |
| 30D | +5.3% | +14.8% | -9.5% | +2.5% |
| 3M | -14.9% | +14.1% | -29.0% | -17.4% |
| 6M | +80.0% | +28.5% | +51.5% | +66.4% |
| YTD | +89.4% | +74.9% | +14.4% | +62.6% |
| 1Y | +253.1% | +61.7% | +191.4% | +207.9% |
| 3Y | +642.1% | +80.3% | +561.8% | +515.6% |
| 5Y | +659.1% | +226.0% | +433.1% | +401.1% |
| All | +1,304.5% | +569.3% | +735.2% | +717.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling