+786.5%
TSEM vs FFIV
+118.6%
+667.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -5.6% |
| 7D | +7.0% | -0.5% | +7.5% | +7.4% |
| 30D | -29.8% | -32.4% | +2.6% | -16.2% |
| 3M | -41.9% | -25.7% | -16.2% | -33.8% |
| 6M | -45.8% | -13.5% | -32.2% | -42.6% |
| YTD | +25.1% | +21.1% | +4.0% | +11.6% |
| 1Y | +48.2% | +29.4% | +18.8% | +28.1% |
| 3Y | +476.5% | +94.9% | +381.6% | +306.7% |
| 5Y | +301.4% | +34.7% | +266.7% | +231.5% |
| All | +786.5% | +118.6% | +667.9% | +431.7% |
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