+663.0%
TSEM vs TT
+140.2%
+522.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.0% | +7.4% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +5.3% | -7.2% | +12.5% | +9.9% |
| 3M | -14.9% | -3.0% | -11.9% | -12.8% |
| 6M | +80.0% | +1.4% | +78.7% | +81.6% |
| YTD | +89.4% | +15.9% | +73.5% | +79.4% |
| 1Y | +253.1% | +9.4% | +243.7% | +243.5% |
| 3Y | +642.1% | +124.4% | +517.7% | +486.6% |
| All | +663.0% | +140.2% | +522.8% | +481.7% |
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