+650.1%
TSEM vs TDG
+52.1%
+598.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | -4.9% | -1.9% | -3.0% | -4.2% |
| 30D | -18.7% | -7.7% | -11.0% | -16.4% |
| 3M | -18.1% | -9.3% | -8.8% | -15.9% |
| 6M | +77.1% | -9.4% | +86.5% | +81.0% |
| YTD | +80.1% | -14.3% | +94.4% | +87.5% |
| 1Y | +220.4% | -11.8% | +232.2% | +228.3% |
| 3Y | +650.1% | +52.0% | +598.1% | +568.7% |
| All | +650.1% | +52.1% | +598.0% | +568.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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