+676.6%
TSEM vs TMF
-41.6%
+718.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.9% |
| 7D | +6.9% | -1.4% | +8.3% | +6.9% |
| 30D | +5.3% | -2.8% | +8.1% | +5.3% |
| 3M | -14.9% | -10.9% | -4.0% | -14.9% |
| 6M | +80.0% | -21.3% | +101.3% | +79.7% |
| YTD | +89.4% | -15.9% | +105.2% | +89.1% |
| 1Y | +253.1% | -15.7% | +268.8% | +252.5% |
| All | +676.6% | -41.6% | +718.2% | +694.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling