+676.6%
TSEM vs FFIV
+140.3%
+536.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.3% | +8.1% |
| 7D | +6.9% | -1.0% | +7.8% | +7.3% |
| 30D | +5.3% | -5.1% | +10.4% | +7.8% |
| 3M | -14.9% | -4.5% | -10.5% | -12.8% |
| 6M | +80.0% | +36.5% | +43.6% | +54.4% |
| YTD | +89.4% | +53.0% | +36.4% | +52.1% |
| 1Y | +253.1% | +24.2% | +228.9% | +213.2% |
| All | +676.6% | +140.3% | +536.3% | +424.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling