+11.3%
TSEM vs TT
+10,025.6%
-10,014.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.2% | +7.6% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +5.3% | -7.4% | +12.7% | +8.4% |
| 3M | -14.9% | -3.2% | -11.7% | -13.5% |
| 6M | +80.0% | +1.1% | +78.9% | +81.3% |
| YTD | +89.4% | +15.6% | +73.7% | +81.8% |
| 1Y | +253.1% | +9.2% | +243.9% | +245.8% |
| 3Y | +642.1% | +124.4% | +517.7% | +472.9% |
| 5Y | +659.1% | +138.0% | +521.1% | +463.7% |
| 10Y | +1,291.4% | +886.4% | +405.0% | +545.0% |
| All | +11.3% | +10,025.6% | -10,014.3% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling