+1,166.9%
TSEM vs CF
+5,948.3%
-4,781.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.1% | +8.5% |
| 7D | +6.9% | +6.0% | +0.9% | +5.5% |
| 30D | +5.3% | +14.8% | -9.5% | +2.0% |
| 3M | -14.9% | +14.1% | -29.0% | -17.9% |
| 6M | +80.0% | +28.5% | +51.5% | +65.6% |
| YTD | +89.4% | +74.9% | +14.4% | +61.8% |
| 1Y | +253.1% | +61.7% | +191.4% | +206.5% |
| 3Y | +642.1% | +80.3% | +561.8% | +514.8% |
| 5Y | +659.1% | +226.0% | +433.1% | +421.3% |
| 10Y | +1,291.4% | +569.9% | +721.5% | +661.0% |
| All | +1,166.9% | +5,948.3% | -4,781.4% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling