+59.2%
TSEM vs CF
+51.3%
+8.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.9% |
| 7D | +6.8% | +10.4% | -3.6% | +11.0% |
| 30D | -26.6% | +7.6% | -34.2% | -24.1% |
| 3M | -36.3% | +5.2% | -41.5% | -34.3% |
| 6M | -30.6% | -0.1% | -30.5% | -29.0% |
| YTD | +35.3% | +61.7% | -26.4% | +29.7% |
| 1Y | +59.2% | +50.3% | +8.9% | +62.0% |
| All | +59.2% | +51.3% | +8.0% | +62.0% |
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