+4,135.0%
TSEM vs TMF
-68.9%
+4,203.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.9% |
| 7D | +6.9% | -1.4% | +8.3% | +6.6% |
| 30D | +5.3% | -2.8% | +8.1% | +4.9% |
| 3M | -14.9% | -10.9% | -4.0% | -16.4% |
| 6M | +80.0% | -21.3% | +101.3% | +72.8% |
| YTD | +89.4% | -15.9% | +105.2% | +84.2% |
| 1Y | +253.1% | -15.7% | +268.8% | +244.3% |
| 3Y | +642.1% | -43.4% | +685.5% | +591.9% |
| 5Y | +659.1% | -87.8% | +746.9% | +423.9% |
| 10Y | +1,291.4% | -86.7% | +1,378.1% | +1,000.6% |
| All | +4,135.0% | -68.9% | +4,203.9% | +5,978.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling