+337.5%
TSEM vs CF
+115.5%
+222.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.6% |
| 7D | +6.8% | +10.4% | -3.6% | +6.8% |
| 30D | -26.6% | +7.6% | -34.2% | -26.6% |
| 3M | -36.3% | +5.2% | -41.5% | -36.4% |
| 6M | -30.6% | -0.1% | -30.5% | -30.6% |
| YTD | +35.3% | +61.7% | -26.4% | +26.3% |
| 1Y | +59.2% | +50.3% | +8.9% | +50.0% |
| 3Y | +547.7% | +66.0% | +481.7% | +493.7% |
| 5Y | +337.5% | +114.5% | +223.0% | +270.3% |
| All | +337.5% | +115.5% | +222.0% | +270.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling