+26.9%
TSEM vs TDY
+6,954.6%
-6,927.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | +4.7% | -1.8% | +6.6% | +5.4% |
| 30D | -14.2% | -13.8% | -0.5% | -9.8% |
| 3M | -5.0% | -3.9% | -1.2% | -3.3% |
| 6M | +87.6% | -9.0% | +96.6% | +95.2% |
| YTD | +84.4% | +16.5% | +67.9% | +77.4% |
| 1Y | +235.4% | +9.3% | +226.1% | +229.1% |
| 3Y | +668.0% | +45.1% | +622.9% | +591.5% |
| 5Y | +644.7% | +35.0% | +609.8% | +576.7% |
| 10Y | +1,326.7% | +469.0% | +857.7% | +734.7% |
| All | +26.9% | +6,954.6% | -6,927.7% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling