+476.5%
TSEM vs TMF
-32.2%
+508.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -7.0% |
| 7D | +7.0% | -9.3% | +16.2% | +6.5% |
| 30D | -29.8% | +1.9% | -31.7% | -29.8% |
| 3M | -41.9% | -11.2% | -30.7% | -42.0% |
| 6M | -45.8% | -17.7% | -28.0% | -45.9% |
| YTD | +25.1% | -24.5% | +49.6% | +24.5% |
| 1Y | +48.2% | -29.4% | +77.7% | +47.1% |
| 3Y | +476.5% | -33.4% | +509.9% | +465.0% |
| All | +476.5% | -32.2% | +508.7% | +465.0% |
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