-72.0%
TTD vs TSEM
+79.9%
-151.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.7% | +11.6% | +1.6% |
| 7D | +3.7% | -23.1% | +26.8% | 0.0% |
| 30D | +10.4% | -40.4% | +50.8% | +2.9% |
| 3M | -31.6% | -37.9% | +6.3% | -34.7% |
| 6M | -45.1% | -30.8% | -14.3% | -46.9% |
| YTD | -65.1% | +26.7% | -91.9% | -67.4% |
| 1Y | -72.0% | +80.5% | -152.5% | -76.5% |
| All | -72.0% | +79.9% | -151.9% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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