+253.1%
TSEM vs TT
+10.3%
+242.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.2% | +7.2% |
| 7D | +6.9% | -0.2% | +7.1% | +7.2% |
| 30D | +5.3% | -7.4% | +12.7% | +13.6% |
| 3M | -14.9% | -3.2% | -11.7% | -11.0% |
| 6M | +80.0% | +1.1% | +78.9% | +81.5% |
| YTD | +89.4% | +15.6% | +73.7% | +79.4% |
| 1Y | +253.1% | +9.2% | +243.9% | +247.2% |
| All | +253.1% | +10.3% | +242.8% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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