+679.5%
TSEM vs SFM
+96.9%
+582.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.7% |
| 7D | +10.4% | -5.8% | +16.2% | +10.8% |
| 30D | -12.9% | -11.4% | -1.6% | -12.3% |
| 3M | -9.2% | -12.2% | +3.0% | -8.5% |
| 6M | +98.8% | -5.2% | +103.9% | +98.0% |
| YTD | +87.2% | -4.5% | +91.7% | +86.7% |
| 1Y | +239.0% | -45.4% | +284.4% | +267.0% |
| 3Y | +679.5% | +91.1% | +588.4% | +586.9% |
| All | +679.5% | +96.9% | +582.6% | +586.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling