+361.1%
TTD vs TSEM
+1,335.2%
-974.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.6% | +4.7% | -9.3% | -6.1% |
| 30D | +3.7% | -14.2% | +17.9% | +7.6% |
| 3M | -30.2% | -5.0% | -25.2% | -34.3% |
| 6M | -51.4% | +87.6% | -139.0% | -68.2% |
| YTD | -63.4% | +84.4% | -147.9% | -76.6% |
| 1Y | -73.5% | +235.4% | -308.9% | -87.7% |
| 3Y | -83.5% | +668.0% | -751.4% | -95.3% |
| 5Y | -80.9% | +644.7% | -725.7% | -94.6% |
| All | +361.1% | +1,335.2% | -974.1% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling