+852.7%
TSEM vs FFIV
+124.6%
+728.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +20.5% | +1.9% | +18.6% | +19.6% |
| 30D | -29.0% | -33.3% | +4.3% | -14.6% |
| 3M | -39.4% | -24.9% | -14.5% | -31.3% |
| 6M | -28.5% | -10.5% | -18.0% | -25.6% |
| YTD | +34.4% | +24.4% | +10.0% | +18.3% |
| 1Y | +48.3% | +32.3% | +16.1% | +26.8% |
| 3Y | +543.5% | +99.7% | +443.8% | +348.2% |
| 5Y | +331.4% | +38.4% | +293.0% | +251.3% |
| All | +852.7% | +124.6% | +728.1% | +463.5% |
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