+1,348.1%
TSEM vs FFIV
+226.8%
+1,121.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +10.4% | -1.5% | +12.0% | +11.2% |
| 30D | -12.9% | -2.7% | -10.3% | -11.9% |
| 3M | -9.2% | -1.7% | -7.5% | -8.5% |
| 6M | +98.8% | +36.1% | +62.6% | +71.7% |
| YTD | +87.2% | +52.6% | +34.6% | +51.7% |
| 1Y | +239.0% | +21.5% | +217.4% | +203.1% |
| 3Y | +679.5% | +142.7% | +536.8% | +404.5% |
| 5Y | +667.3% | +92.6% | +574.7% | +439.1% |
| All | +1,348.1% | +226.8% | +1,121.3% | +689.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling