+476.5%
TSEM vs TT
+91.4%
+385.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -5.6% |
| 7D | +7.0% | +4.0% | +2.9% | +3.5% |
| 30D | -29.8% | -11.3% | -18.5% | -20.8% |
| 3M | -41.9% | -12.3% | -29.6% | -33.5% |
| 6M | -45.8% | -10.8% | -34.9% | -38.3% |
| YTD | +25.1% | +8.2% | +16.9% | +24.1% |
| 1Y | +48.2% | +1.5% | +46.8% | +54.1% |
| 3Y | +476.5% | +91.5% | +385.0% | +357.3% |
| All | +476.5% | +91.4% | +385.1% | +357.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling