+50.5%
TSEM vs CF
+50.8%
-0.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -2.1% |
| 7D | -9.5% | +4.8% | -14.2% | -7.6% |
| 30D | -35.5% | +9.7% | -45.2% | -32.8% |
| 3M | -41.6% | +1.2% | -42.8% | -40.5% |
| 6M | -30.1% | +7.4% | -37.4% | -27.4% |
| YTD | +25.7% | +60.5% | -34.8% | +20.0% |
| 1Y | +50.5% | +50.7% | -0.3% | +51.1% |
| All | +50.5% | +50.8% | -0.4% | +51.1% |
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