+1,326.7%
TSEM vs SFM
+280.6%
+1,046.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.1% |
| 7D | +4.7% | -7.2% | +11.9% | +5.4% |
| 30D | -14.2% | -14.3% | +0.1% | -13.1% |
| 3M | -5.0% | -13.7% | +8.7% | -4.0% |
| 6M | +87.6% | -6.0% | +93.6% | +87.4% |
| YTD | +84.4% | -8.2% | +92.7% | +84.2% |
| 1Y | +235.4% | -46.2% | +281.7% | +253.8% |
| 3Y | +668.0% | +83.6% | +584.4% | +607.5% |
| 5Y | +644.7% | +212.7% | +432.0% | +534.0% |
| 10Y | +1,326.7% | +273.0% | +1,053.7% | +1,021.7% |
| All | +1,326.7% | +280.6% | +1,046.1% | +1,021.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling