+1,282.5%
TSEM vs TDY
+479.2%
+803.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.0% |
| 7D | -4.9% | -1.1% | -3.7% | -4.3% |
| 30D | -18.7% | -12.0% | -6.7% | -12.8% |
| 3M | -18.1% | -3.2% | -14.9% | -16.0% |
| 6M | +77.1% | -7.9% | +85.0% | +87.1% |
| YTD | +80.1% | +18.2% | +61.9% | +68.5% |
| 1Y | +220.4% | +6.7% | +213.7% | +214.8% |
| 3Y | +650.1% | +47.5% | +602.5% | +534.7% |
| 5Y | +628.9% | +39.5% | +589.4% | +518.8% |
| All | +1,282.5% | +479.2% | +803.3% | +579.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling