+617.0%
TSEM vs TTMI
+798.2%
-181.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | +0.9% | +6.0% | -5.1% | -1.7% |
| 30D | -16.6% | -6.4% | -10.2% | -14.1% |
| 3M | -10.9% | -28.9% | +18.0% | +4.2% |
| 6M | +78.0% | +26.9% | +51.2% | +67.3% |
| YTD | +77.2% | +77.3% | -0.1% | +48.3% |
| 1Y | +207.6% | +147.5% | +60.1% | +130.5% |
| 3Y | +637.8% | +847.6% | -209.8% | +291.7% |
| 5Y | +617.0% | +802.2% | -185.2% | +259.5% |
| All | +617.0% | +798.2% | -181.2% | +259.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling