+644.7%
TSEM vs TD
+123.1%
+521.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.9% |
| 7D | +4.7% | -1.9% | +6.6% | +5.7% |
| 30D | -14.2% | -1.6% | -12.6% | -13.4% |
| 3M | -5.0% | +4.6% | -9.7% | -6.6% |
| 6M | +87.6% | +26.8% | +60.8% | +69.8% |
| YTD | +84.4% | +28.3% | +56.1% | +66.2% |
| 1Y | +235.4% | +60.4% | +175.0% | +177.8% |
| 3Y | +668.0% | +125.7% | +542.3% | +457.8% |
| 5Y | +644.7% | +122.4% | +522.4% | +410.5% |
| All | +644.7% | +123.1% | +521.7% | +410.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling