+87.6%
TSEM vs IFF
+17.2%
+70.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.9% |
| 7D | +4.7% | -3.0% | +7.7% | +3.9% |
| 30D | -14.2% | -0.9% | -13.3% | -14.3% |
| 3M | -5.0% | +11.8% | -16.9% | -3.1% |
| 6M | +87.6% | +16.5% | +71.0% | +93.6% |
| All | +87.6% | +17.2% | +70.3% | +93.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling