+786.5%
TSEM vs SFM
+140.2%
+646.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.0% |
| 7D | +7.0% | +6.0% | +0.9% | +6.5% |
| 30D | -29.8% | -19.5% | -10.3% | -28.9% |
| 3M | -41.9% | -37.0% | -4.9% | -40.1% |
| 6M | -45.8% | -41.0% | -4.7% | -43.8% |
| YTD | +25.1% | -34.6% | +59.7% | +27.7% |
| 1Y | +48.2% | -36.3% | +84.5% | +51.6% |
| 3Y | +476.5% | +24.5% | +452.0% | +445.8% |
| 5Y | +301.4% | +115.9% | +185.6% | +251.2% |
| All | +786.5% | +140.2% | +646.3% | +682.2% |
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