+273.0%
TSEM vs TT
+129.2%
+143.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +3.4% |
| 7D | -17.5% | -2.0% | -15.5% | -16.1% |
| 30D | -44.7% | -14.0% | -30.7% | -38.8% |
| 3M | -38.9% | -15.9% | -23.0% | -31.2% |
| 6M | -36.7% | -17.3% | -19.4% | -27.7% |
| YTD | +17.0% | +4.0% | +13.0% | +20.0% |
| 1Y | +62.8% | -7.1% | +69.9% | +75.9% |
| 3Y | +471.3% | +90.2% | +381.1% | +397.1% |
| All | +273.0% | +129.2% | +143.8% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling