+253.1%
TSEM vs BTDR
-4.8%
+257.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.9% | +3.9% | +7.0% |
| 7D | +6.9% | +20.0% | -13.1% | +2.8% |
| 30D | +5.3% | +11.9% | -6.6% | +1.8% |
| 3M | -14.9% | -36.9% | +22.0% | -10.5% |
| 6M | +80.0% | +56.5% | +23.5% | +67.1% |
| YTD | +89.4% | +10.4% | +78.9% | +80.2% |
| 1Y | +253.1% | +3.1% | +250.0% | +221.4% |
| All | +253.1% | -4.8% | +257.9% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling