-72.2%
TTD vs TSEM
+259.4%
-331.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.8% | -12.2% | -3.2% |
| 7D | +6.3% | +6.9% | -0.5% | +7.5% |
| 30D | -23.9% | +5.3% | -29.2% | -22.9% |
| 3M | -31.4% | -14.9% | -16.5% | -30.9% |
| 6M | -42.7% | +80.0% | -122.7% | -42.3% |
| YTD | -62.0% | +89.4% | -151.3% | -62.4% |
| 1Y | -72.2% | +253.1% | -325.3% | -72.1% |
| All | -72.2% | +259.4% | -331.6% | -72.1% |
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