+471.3%
TSEM vs CF
+57.7%
+413.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +4.9% |
| 7D | -17.5% | -3.2% | -14.3% | -17.6% |
| 30D | -44.7% | +4.3% | -49.0% | -44.3% |
| 3M | -38.9% | +2.8% | -41.7% | -38.5% |
| 6M | -36.7% | +0.6% | -37.3% | -36.5% |
| YTD | +17.0% | +56.6% | -39.7% | +7.5% |
| 1Y | +62.8% | +49.6% | +13.2% | +51.0% |
| 3Y | +471.3% | +61.5% | +409.8% | +397.8% |
| All | +471.3% | +57.7% | +413.6% | +397.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling