+508.5%
TTD vs TSEM
+805.6%
-297.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +3.3% |
| 7D | +21.3% | +7.0% | +14.3% | +19.0% |
| 30D | +28.7% | -29.8% | +58.5% | +40.2% |
| 3M | +7.7% | -41.9% | +49.6% | +21.6% |
| 6M | -23.5% | -45.8% | +22.3% | -18.1% |
| YTD | -58.7% | +25.1% | -83.8% | -71.4% |
| 1Y | -63.4% | +48.2% | -111.7% | -76.8% |
| 3Y | -75.3% | +476.5% | -551.8% | -92.8% |
| 5Y | -84.4% | +301.4% | -385.8% | -94.6% |
| All | +508.5% | +805.6% | -297.2% | +46.3% |
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