+3,149.8%
TSEM vs SFM
+48.8%
+3,101.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.1% |
| 7D | +7.0% | +6.0% | +0.9% | +6.3% |
| 30D | -29.8% | -19.5% | -10.3% | -28.5% |
| 3M | -41.9% | -37.0% | -4.9% | -39.3% |
| 6M | -45.8% | -41.0% | -4.7% | -43.0% |
| YTD | +25.1% | -34.6% | +59.7% | +28.7% |
| 1Y | +48.2% | -36.3% | +84.5% | +53.0% |
| 3Y | +476.5% | +24.5% | +452.0% | +430.2% |
| 5Y | +301.4% | +115.9% | +185.6% | +230.0% |
| 10Y | +812.9% | +139.5% | +673.4% | +591.1% |
| All | +3,149.8% | +48.8% | +3,101.0% | +2,675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling