+852.7%
TSEM vs TMF
-81.8%
+934.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -1.1% |
| 7D | +20.5% | -8.2% | +28.7% | +19.5% |
| 30D | -29.0% | +5.3% | -34.3% | -28.5% |
| 3M | -39.4% | -8.5% | -30.9% | -39.7% |
| 6M | -28.5% | -17.2% | -11.3% | -29.6% |
| YTD | +34.4% | -23.4% | +57.8% | +31.5% |
| 1Y | +48.3% | -30.2% | +78.6% | +43.7% |
| 3Y | +543.5% | -32.9% | +576.5% | +532.3% |
| 5Y | +331.4% | -88.5% | +420.0% | +226.7% |
| All | +852.7% | -81.8% | +934.5% | +747.5% |
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