+953.9%
TSEM vs TDG
+12,839.7%
-11,885.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | +4.7% | -2.4% | +7.2% | +5.8% |
| 30D | -14.2% | -8.0% | -6.3% | -11.3% |
| 3M | -5.0% | -10.5% | +5.4% | -1.4% |
| 6M | +87.6% | -11.9% | +99.5% | +95.4% |
| YTD | +84.4% | -15.4% | +99.8% | +94.8% |
| 1Y | +235.4% | -14.2% | +249.6% | +251.1% |
| 3Y | +668.0% | +51.0% | +616.9% | +527.0% |
| 5Y | +644.7% | +126.5% | +518.3% | +397.9% |
| 10Y | +1,326.7% | +535.6% | +791.1% | +427.2% |
| All | +953.9% | +12,839.7% | -11,885.8% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling