+28.5%
TSEM vs FFIV
+5,965.2%
-5,936.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | -17.5% | -8.1% | -9.4% | -15.7% |
| 30D | -44.7% | -33.4% | -11.3% | -39.4% |
| 3M | -38.9% | -24.7% | -14.1% | -34.9% |
| 6M | -36.7% | -8.8% | -27.8% | -35.4% |
| YTD | +17.0% | +21.8% | -4.8% | +11.2% |
| 1Y | +62.8% | +25.3% | +37.5% | +53.7% |
| 3Y | +471.3% | +101.2% | +370.1% | +383.8% |
| 5Y | +290.3% | +40.2% | +250.1% | +254.0% |
| 10Y | +790.1% | +129.0% | +661.1% | +619.8% |
| All | +28.5% | +5,965.2% | -5,936.7% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling