+849.8%
TSEM vs FFIV
+126.0%
+723.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -9.5% | -4.2% | -5.3% | -7.3% |
| 30D | -35.5% | -33.9% | -1.6% | -22.1% |
| 3M | -41.6% | -22.6% | -19.0% | -34.8% |
| 6M | -30.1% | -10.4% | -19.7% | -27.2% |
| YTD | +25.7% | +24.3% | +1.4% | +10.6% |
| 1Y | +50.5% | +31.8% | +18.7% | +28.7% |
| 3Y | +501.7% | +99.5% | +402.2% | +319.0% |
| 5Y | +310.9% | +40.7% | +270.2% | +231.5% |
| 10Y | +849.8% | +126.9% | +722.9% | +446.0% |
| All | +849.8% | +126.0% | +723.8% | +446.0% |
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