+5.9%
TSEM vs IFF
+341.0%
-335.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -4.9% | -3.2% | -1.7% | -3.9% |
| 30D | -18.7% | -0.3% | -18.5% | -18.8% |
| 3M | -18.1% | +8.4% | -26.6% | -21.6% |
| 6M | +77.1% | +23.0% | +54.1% | +60.7% |
| YTD | +80.1% | +25.5% | +54.7% | +61.2% |
| 1Y | +220.4% | +29.1% | +191.3% | +182.8% |
| 3Y | +650.1% | +31.7% | +618.4% | +546.5% |
| 5Y | +628.9% | -35.2% | +664.1% | +674.4% |
| 10Y | +1,293.4% | -20.7% | +1,314.1% | +1,217.3% |
| All | +5.9% | +341.0% | -335.1% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling