+235.4%
TSEM vs TT
+8.2%
+227.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +4.7% | +1.4% | +3.3% | +3.3% |
| 30D | -14.2% | -6.7% | -7.6% | -8.1% |
| 3M | -5.0% | -5.4% | +0.4% | +1.4% |
| 6M | +87.6% | +4.4% | +83.2% | +86.1% |
| YTD | +84.4% | +14.9% | +69.5% | +75.9% |
| 1Y | +235.4% | +9.3% | +226.1% | +230.0% |
| All | +235.4% | +8.2% | +227.2% | +230.0% |
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 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