-36.3%
TSEM vs TTMI
+522.4%
-558.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.9% |
| 7D | +10.4% | +12.2% | -1.7% | +7.2% |
| 30D | -12.9% | -5.7% | -7.2% | -11.6% |
| 3M | -9.2% | -27.5% | +18.3% | -0.5% |
| 6M | +98.8% | +47.1% | +51.6% | +83.4% |
| YTD | +87.2% | +87.5% | -0.3% | +62.6% |
| 1Y | +239.0% | +175.2% | +63.8% | +168.1% |
| 3Y | +679.5% | +901.9% | -222.4% | +352.4% |
| 5Y | +667.3% | +843.5% | -176.2% | +335.9% |
| 10Y | +1,301.0% | +1,077.0% | +224.0% | +634.2% |
| All | -36.3% | +522.4% | -558.7% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling