+2,352.3%
TSEM vs USFR
+28.6%
+2,323.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -29.8% | +0.4% | -30.1% | -29.9% |
| 3M | -41.9% | +1.1% | -43.0% | -42.1% |
| 6M | -45.8% | +2.0% | -47.8% | -46.1% |
| YTD | +25.1% | +3.5% | +21.6% | +23.5% |
| 1Y | +48.2% | +4.1% | +44.2% | +46.0% |
| 3Y | +476.5% | +14.4% | +462.1% | +448.2% |
| 5Y | +301.4% | +21.4% | +280.0% | +273.2% |
| 10Y | +812.9% | +28.6% | +784.4% | +744.3% |
| All | +2,352.3% | +28.6% | +2,323.6% | +2,279.9% |
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