+467.5%
TSEM vs FFIV
+99.0%
+368.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | -17.5% | -8.1% | -9.4% | -13.7% |
| 30D | -44.7% | -33.4% | -11.3% | -33.7% |
| 3M | -38.9% | -24.7% | -14.1% | -31.4% |
| 6M | -36.7% | -8.8% | -27.8% | -35.0% |
| YTD | +17.0% | +21.8% | -4.8% | +3.1% |
| 1Y | +62.8% | +25.3% | +37.5% | +41.3% |
| All | +467.5% | +99.0% | +368.5% | +324.5% |
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 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