+637.8%
TSEM vs BTDR
+0.6%
+637.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -3.0% |
| 7D | +0.9% | -3.2% | +4.1% | +1.4% |
| 30D | -16.6% | +32.7% | -49.3% | -20.0% |
| 3M | -10.9% | -28.4% | +17.5% | -8.1% |
| 6M | +78.0% | +51.7% | +26.3% | +67.8% |
| YTD | +77.2% | +2.9% | +74.3% | +72.6% |
| 1Y | +207.6% | -15.5% | +223.0% | +197.6% |
| All | +637.8% | +0.6% | +637.2% | +525.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling