+865.7%
TSEM vs TMF
-83.0%
+948.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.8% | +10.9% |
| 7D | -2.0% | +0.6% | -2.5% | -1.8% |
| 30D | -33.4% | +16.3% | -49.7% | -32.3% |
| 3M | -39.7% | -2.7% | -37.0% | -39.6% |
| 6M | -27.8% | -13.2% | -14.7% | -28.6% |
| YTD | +29.7% | -16.7% | +46.4% | +27.9% |
| 1Y | +81.1% | -22.7% | +103.9% | +77.3% |
| 3Y | +529.3% | -26.1% | +555.4% | +524.5% |
| 5Y | +315.0% | -88.4% | +403.4% | +212.4% |
| 10Y | +865.7% | -81.8% | +947.5% | +768.3% |
| All | +865.7% | -83.0% | +948.7% | +768.3% |
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