+80.5%
TSEM vs BTDR
-69.9%
+150.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.6% | -3.1% | -7.1% |
| 7D | -23.1% | -17.6% | -5.6% | -18.8% |
| 30D | -40.4% | -40.3% | -0.1% | -31.6% |
| 3M | -37.9% | -42.6% | +4.7% | -29.1% |
| 6M | -30.8% | -46.3% | +15.5% | -20.3% |
| YTD | +26.7% | -41.7% | +68.5% | +40.2% |
| 1Y | +80.5% | -69.4% | +149.9% | +93.2% |
| All | +80.5% | -69.9% | +150.4% | +93.2% |
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