+476.5%
TSEM vs TTMI
+421.7%
+54.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -5.3% |
| 7D | +7.0% | +11.4% | -4.4% | +0.6% |
| 30D | -29.8% | -28.3% | -1.5% | -16.8% |
| 3M | -41.9% | -46.7% | +4.7% | -19.0% |
| 6M | -45.8% | -56.1% | +10.4% | -15.1% |
| YTD | +25.1% | +7.4% | +17.7% | +27.1% |
| 1Y | +48.2% | +17.4% | +30.8% | +43.3% |
| 3Y | +476.5% | +429.1% | +47.3% | +208.2% |
| All | +476.5% | +421.7% | +54.8% | +208.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling