+644.7%
TSEM vs USFR
+20.4%
+624.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +0.1% | +4.7% | +4.7% |
| 30D | -14.2% | +0.3% | -14.5% | -14.4% |
| 3M | -5.0% | +1.0% | -6.0% | -6.0% |
| 6M | +87.6% | +1.9% | +85.6% | +81.2% |
| YTD | +84.4% | +2.7% | +81.8% | +74.1% |
| 1Y | +235.4% | +4.0% | +231.4% | +205.1% |
| 3Y | +668.0% | +14.0% | +653.9% | +403.2% |
| 5Y | +644.7% | +20.4% | +624.3% | +222.0% |
| All | +644.7% | +20.4% | +624.3% | +222.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling