+80.5%
TSEM vs TDY
+22.9%
+57.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.8% | -4.0% | -2.7% |
| 7D | -23.1% | -5.0% | -18.1% | -17.5% |
| 30D | -40.4% | +2.0% | -42.4% | -41.2% |
| 3M | -37.9% | -7.7% | -30.2% | -30.7% |
| 6M | -30.8% | -0.9% | -29.9% | -28.0% |
| YTD | +26.7% | +23.7% | +3.0% | +9.4% |
| 1Y | +80.5% | +23.6% | +56.8% | +57.4% |
| All | +80.5% | +22.9% | +57.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling