+1,282.5%
TSEM vs IFF
-20.3%
+1,302.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -4.9% | -3.2% | -1.7% | -4.0% |
| 30D | -18.7% | -0.3% | -18.5% | -18.7% |
| 3M | -18.1% | +8.4% | -26.6% | -21.1% |
| 6M | +77.1% | +23.0% | +54.1% | +62.4% |
| YTD | +80.1% | +25.5% | +54.7% | +62.9% |
| 1Y | +220.4% | +29.1% | +191.3% | +185.8% |
| 3Y | +650.1% | +31.7% | +618.4% | +553.4% |
| 5Y | +628.9% | -35.2% | +664.1% | +688.0% |
| All | +1,282.5% | -20.3% | +1,302.7% | +1,188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling