+1,259.9%
TSEM vs USFR
+28.0%
+1,231.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -16.6% | +0.3% | -16.9% | -16.9% |
| 3M | -10.9% | +1.0% | -11.9% | -12.0% |
| 6M | +78.0% | +1.9% | +76.1% | +73.4% |
| YTD | +77.2% | +2.7% | +74.5% | +70.6% |
| 1Y | +207.6% | +4.0% | +203.6% | +190.7% |
| 3Y | +637.8% | +14.1% | +623.8% | +510.1% |
| 5Y | +617.0% | +20.5% | +596.5% | +445.5% |
| All | +1,259.9% | +28.0% | +1,231.9% | +923.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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