+646.4%
TSEM vs CF
+5,277.9%
-4,631.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +6.2% | -18.1% | -13.2% |
| 7D | -30.3% | +0.4% | -30.7% | -30.6% |
| 30D | -49.3% | +2.2% | -51.5% | -49.7% |
| 3M | -38.0% | +2.1% | -40.1% | -38.8% |
| 6M | -41.9% | -6.5% | -35.4% | -42.1% |
| YTD | +11.6% | +55.6% | -44.0% | -2.9% |
| 1Y | +50.5% | +42.3% | +8.2% | +33.7% |
| 3Y | +445.3% | +55.7% | +389.6% | +365.0% |
| 5Y | +272.2% | +122.4% | +149.8% | +178.4% |
| 10Y | +748.9% | +568.5% | +180.4% | +362.6% |
| All | +646.4% | +5,277.9% | -4,631.6% | +115.7% |
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