+523.5%
TSEM vs CF
+66.4%
+457.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.7% |
| 7D | +6.8% | +10.4% | -3.6% | +8.0% |
| 30D | -26.6% | +7.6% | -34.2% | -25.9% |
| 3M | -36.3% | +5.2% | -41.5% | -35.8% |
| 6M | -30.6% | -0.1% | -30.5% | -30.1% |
| YTD | +35.3% | +61.7% | -26.4% | +24.8% |
| 1Y | +59.2% | +50.3% | +8.9% | +48.8% |
| All | +523.5% | +66.4% | +457.1% | +443.9% |
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