+48.7%
TSEM vs FFIV
+6,144.1%
-6,095.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.8% | +7.4% |
| 7D | +6.8% | -2.9% | +9.7% | +7.7% |
| 30D | -26.6% | -32.4% | +5.8% | -19.8% |
| 3M | -36.3% | -22.7% | -13.6% | -32.6% |
| 6M | -30.6% | -10.7% | -19.9% | -28.9% |
| YTD | +35.3% | +25.4% | +9.9% | +27.8% |
| 1Y | +59.2% | +34.2% | +25.0% | +48.1% |
| 3Y | +547.7% | +101.2% | +446.5% | +448.6% |
| 5Y | +337.5% | +42.0% | +295.6% | +295.8% |
| 10Y | +887.4% | +126.7% | +760.7% | +699.9% |
| All | +48.7% | +6,144.1% | -6,095.4% | -41.8% |
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