+220.4%
TSEM vs BTDR
-13.8%
+234.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +0.9% |
| 7D | -4.9% | -3.4% | -1.5% | -4.2% |
| 30D | -18.7% | +32.6% | -51.3% | -23.9% |
| 3M | -18.1% | -32.2% | +14.1% | -14.5% |
| 6M | +77.1% | +52.4% | +24.7% | +64.8% |
| YTD | +80.1% | +6.7% | +73.4% | +72.3% |
| 1Y | +220.4% | -15.2% | +235.6% | +196.6% |
| All | +220.4% | -13.8% | +234.2% | +196.6% |
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