+849.8%
TSEM vs TT
+744.7%
+105.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -9.5% | +0.8% | -10.3% | -9.5% |
| 30D | -35.5% | -11.8% | -23.7% | -30.1% |
| 3M | -41.6% | -11.6% | -30.0% | -36.5% |
| 6M | -30.1% | -9.3% | -20.7% | -24.4% |
| YTD | +25.7% | +8.9% | +16.8% | +24.2% |
| 1Y | +50.5% | -2.2% | +52.7% | +56.8% |
| 3Y | +501.7% | +91.9% | +409.8% | +365.3% |
| 5Y | +310.9% | +136.0% | +174.9% | +181.6% |
| 10Y | +849.8% | +734.7% | +115.1% | +221.0% |
| All | +849.8% | +744.7% | +105.1% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling