+3,569.8%
TSEM vs USFR
+27.6%
+3,542.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +10.4% | +0.1% | +10.4% | +10.4% |
| 30D | -12.9% | +0.3% | -13.3% | -13.0% |
| 3M | -9.2% | +1.0% | -10.2% | -9.5% |
| 6M | +98.8% | +1.9% | +96.8% | +97.3% |
| YTD | +87.2% | +2.7% | +84.6% | +85.3% |
| 1Y | +239.0% | +4.0% | +234.9% | +233.9% |
| 3Y | +679.5% | +14.0% | +665.5% | +641.8% |
| 5Y | +667.3% | +20.4% | +646.8% | +615.3% |
| 10Y | +1,301.0% | +28.1% | +1,273.0% | +1,198.7% |
| All | +3,569.8% | +27.6% | +3,542.2% | +3,470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling