+694.0%
TSEM vs BTDR
+19.6%
+674.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.2% |
| 7D | -4.9% | -3.4% | -1.5% | -4.5% |
| 30D | -18.7% | +32.6% | -51.3% | -21.4% |
| 3M | -18.1% | -32.2% | +14.1% | -15.7% |
| 6M | +77.1% | +52.4% | +24.7% | +68.9% |
| YTD | +80.1% | +6.7% | +73.4% | +75.9% |
| 1Y | +220.4% | -15.2% | +235.6% | +212.4% |
| 3Y | +650.1% | +14.9% | +635.2% | +576.8% |
| 5Y | +628.9% | +20.8% | +608.1% | +539.5% |
| All | +694.0% | +19.6% | +674.4% | +594.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling