+253.1%
TSEM vs TD
+64.8%
+188.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.2% | +9.5% |
| 7D | +6.9% | +0.3% | +6.6% | +6.3% |
| 30D | +5.3% | +0.4% | +4.9% | +5.2% |
| 3M | -14.9% | +7.6% | -22.6% | -20.9% |
| 6M | +80.0% | +25.0% | +55.0% | +42.0% |
| YTD | +89.4% | +31.0% | +58.3% | +44.0% |
| 1Y | +253.1% | +65.2% | +187.9% | +128.7% |
| All | +253.1% | +64.8% | +188.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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