+1,282.5%
TSEM vs TD
+306.3%
+976.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -4.9% | -0.5% | -4.3% | -4.6% |
| 30D | -18.7% | -1.9% | -16.8% | -17.7% |
| 3M | -18.1% | +4.8% | -22.9% | -20.1% |
| 6M | +77.1% | +28.0% | +49.1% | +54.6% |
| YTD | +80.1% | +30.3% | +49.8% | +55.6% |
| 1Y | +220.4% | +59.8% | +160.6% | +147.2% |
| 3Y | +650.1% | +124.7% | +525.4% | +371.7% |
| 5Y | +628.9% | +127.0% | +501.9% | +339.9% |
| All | +1,282.5% | +306.3% | +976.2% | +527.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling