+1,301.0%
TSEM vs TMF
-86.8%
+1,387.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +10.4% | +1.0% | +9.4% | +10.5% |
| 30D | -12.9% | -1.8% | -11.1% | -13.0% |
| 3M | -9.2% | -8.2% | -0.9% | -9.8% |
| 6M | +98.8% | -19.5% | +118.3% | +94.9% |
| YTD | +87.2% | -16.0% | +103.2% | +84.5% |
| 1Y | +239.0% | -22.5% | +261.5% | +231.6% |
| 3Y | +679.5% | -42.3% | +721.8% | +651.3% |
| 5Y | +667.3% | -87.7% | +755.0% | +490.1% |
| 10Y | +1,301.0% | -86.5% | +1,387.5% | +1,168.7% |
| All | +1,301.0% | -86.8% | +1,387.8% | +1,168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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