+2,516.0%
TSEM vs TMF
-69.2%
+2,585.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | -17.5% | +1.2% | -18.7% | -17.2% |
| 30D | -44.7% | +19.7% | -64.4% | -42.7% |
| 3M | -38.9% | -2.1% | -36.8% | -38.8% |
| 6M | -36.7% | -13.4% | -23.2% | -37.9% |
| YTD | +17.0% | -16.7% | +33.7% | +14.0% |
| 1Y | +62.8% | -23.3% | +86.2% | +56.3% |
| 3Y | +471.3% | -24.8% | +496.1% | +463.3% |
| 5Y | +290.3% | -88.0% | +378.3% | +168.0% |
| 10Y | +790.1% | -84.7% | +874.8% | +634.1% |
| All | +2,516.0% | -69.2% | +2,585.2% | +3,661.6% |
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