+4,819.0%
TSEM vs SFM
+132.6%
+4,686.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.9% | +5.0% | +7.5% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +5.3% | -4.4% | +9.7% | +5.8% |
| 3M | -14.9% | +1.5% | -16.4% | -15.4% |
| 6M | +80.0% | +6.5% | +73.6% | +76.9% |
| YTD | +89.4% | +2.2% | +87.2% | +86.5% |
| 1Y | +253.1% | -41.9% | +295.0% | +274.5% |
| 3Y | +642.1% | +106.8% | +535.4% | +547.3% |
| 5Y | +659.1% | +231.6% | +427.5% | +498.1% |
| 10Y | +1,291.4% | +258.4% | +1,032.9% | +913.1% |
| All | +4,819.0% | +132.6% | +4,686.5% | +3,921.1% |
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