+786.5%
TSEM vs TTMI
+394.2%
+392.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -5.6% |
| 7D | +7.0% | +11.4% | -4.4% | +1.9% |
| 30D | -29.8% | -28.3% | -1.5% | -19.1% |
| 3M | -41.9% | -46.7% | +4.7% | -23.6% |
| 6M | -45.8% | -56.1% | +10.4% | -21.5% |
| YTD | +25.1% | +7.4% | +17.7% | +26.1% |
| 1Y | +48.2% | +17.4% | +30.8% | +43.3% |
| 3Y | +476.5% | +429.1% | +47.3% | +216.7% |
| 5Y | +301.4% | +418.8% | -117.3% | +105.9% |
| All | +786.5% | +394.2% | +392.3% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling