+49.7%
TSEM vs TD
+8,075.2%
-8,025.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | +7.0% | +1.1% | +5.8% | +6.5% |
| 30D | -29.8% | +5.2% | -35.0% | -31.4% |
| 3M | -41.9% | +1.2% | -43.2% | -42.1% |
| 6M | -45.8% | +17.7% | -63.5% | -49.6% |
| YTD | +25.1% | +34.2% | -9.1% | +9.2% |
| 1Y | +48.2% | +55.4% | -7.2% | +20.7% |
| 3Y | +476.5% | +130.4% | +346.1% | +285.1% |
| 5Y | +301.4% | +101.8% | +199.6% | +180.1% |
| 10Y | +812.9% | +301.9% | +511.1% | +354.1% |
| All | +49.7% | +8,075.2% | -8,025.4% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling