+667.3%
TSEM vs FFIV
+92.2%
+575.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +10.4% | -1.5% | +12.0% | +11.2% |
| 30D | -12.9% | -2.7% | -10.3% | -11.9% |
| 3M | -9.2% | -1.7% | -7.5% | -8.5% |
| 6M | +98.8% | +36.1% | +62.6% | +74.1% |
| YTD | +87.2% | +52.6% | +34.6% | +55.0% |
| 1Y | +239.0% | +21.5% | +217.4% | +207.4% |
| 3Y | +679.5% | +142.7% | +536.8% | +446.5% |
| 5Y | +667.3% | +92.6% | +574.7% | +495.6% |
| All | +667.3% | +92.2% | +575.1% | +495.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling