+253.1%
TSEM vs SFM
-41.4%
+294.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.9% | +5.0% | +8.0% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +5.3% | -4.4% | +9.7% | +5.1% |
| 3M | -14.9% | +1.5% | -16.4% | -14.3% |
| 6M | +80.0% | +6.5% | +73.6% | +80.7% |
| YTD | +89.4% | +2.2% | +87.2% | +92.6% |
| 1Y | +253.1% | -41.9% | +295.0% | +263.6% |
| All | +253.1% | -41.4% | +294.5% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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