-31.2%
TSEM vs TT
+8,982.5%
-9,013.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +4.0% |
| 7D | -17.5% | -2.0% | -15.5% | -16.7% |
| 30D | -44.7% | -14.0% | -30.7% | -41.2% |
| 3M | -38.9% | -15.9% | -23.0% | -34.3% |
| 6M | -36.7% | -17.3% | -19.4% | -31.1% |
| YTD | +17.0% | +4.0% | +13.0% | +17.7% |
| 1Y | +62.8% | -7.1% | +69.9% | +70.4% |
| 3Y | +471.3% | +90.2% | +381.1% | +373.7% |
| 5Y | +290.3% | +131.1% | +159.2% | +196.6% |
| 10Y | +790.1% | +777.7% | +12.4% | +334.5% |
| All | -31.2% | +8,982.5% | -9,013.7% | -82.7% |
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 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