+220.4%
TSEM vs TTMI
+155.3%
+65.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | -0.4% |
| 7D | -4.9% | +0.7% | -5.5% | -5.4% |
| 30D | -18.7% | -8.4% | -10.3% | -14.4% |
| 3M | -18.1% | -32.5% | +14.3% | +3.3% |
| 6M | +77.1% | +32.5% | +44.6% | +58.7% |
| YTD | +80.1% | +83.2% | -3.1% | +41.2% |
| 1Y | +220.4% | +161.7% | +58.7% | +124.1% |
| All | +220.4% | +155.3% | +65.1% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling