+80.5%
TSEM vs IFF
+44.8%
+35.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.9% | -9.9% |
| 7D | -23.1% | -3.3% | -19.8% | -23.6% |
| 30D | -40.4% | +5.3% | -45.7% | -39.7% |
| 3M | -37.9% | +8.9% | -46.8% | -36.5% |
| 6M | -30.8% | +26.3% | -57.1% | -29.2% |
| YTD | +26.7% | +32.2% | -5.5% | +29.9% |
| 1Y | +80.5% | +45.8% | +34.7% | +77.9% |
| All | +80.5% | +44.8% | +35.6% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling