+1,301.0%
TSEM vs TT
+899.5%
+401.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +10.4% | +1.6% | +8.9% | +9.5% |
| 30D | -12.9% | -7.3% | -5.6% | -9.2% |
| 3M | -9.2% | -2.6% | -6.6% | -7.3% |
| 6M | +98.8% | +5.9% | +92.9% | +95.9% |
| YTD | +87.2% | +15.4% | +71.8% | +76.7% |
| 1Y | +239.0% | +8.2% | +230.7% | +230.0% |
| 3Y | +679.5% | +122.7% | +556.8% | +451.3% |
| 5Y | +667.3% | +145.0% | +522.3% | +407.7% |
| 10Y | +1,301.0% | +893.7% | +407.3% | +357.8% |
| All | +1,301.0% | +899.5% | +401.5% | +357.8% |
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