+50.5%
TSEM vs FFIV
+28.6%
+21.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.6% |
| 3M | -41.6% | -22.6% | -19.0% | -36.1% |
| 6M | -30.1% | -10.4% | -19.7% | -27.1% |
| YTD | +25.7% | +24.3% | +1.4% | +15.2% |
| 1Y | +50.5% | +31.8% | +18.7% | +35.4% |
| All | +50.5% | +28.6% | +21.8% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling