-83.3%
TTD vs TSEM
+668.6%
-751.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | +1.7% | +10.4% | -8.7% | +1.2% |
| 30D | +1.6% | -12.9% | +14.5% | +2.3% |
| 3M | -27.8% | -9.2% | -18.7% | -28.7% |
| 6M | -52.1% | +98.8% | -150.9% | -62.2% |
| YTD | -63.1% | +87.2% | -150.3% | -71.1% |
| 1Y | -73.1% | +239.0% | -312.0% | -83.4% |
| 3Y | -83.3% | +679.5% | -762.8% | -93.0% |
| All | -83.3% | +668.6% | -751.9% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling