-75.9%
TTD vs TSEM
+506.4%
-582.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.4% |
| 7D | +19.9% | -9.5% | +29.4% | +20.2% |
| 30D | +27.6% | -35.5% | +63.1% | +29.4% |
| 3M | +15.2% | -41.6% | +56.7% | +17.1% |
| 6M | -33.2% | -30.1% | -3.1% | -35.9% |
| YTD | -59.4% | +25.7% | -85.1% | -67.7% |
| 1Y | -64.4% | +50.5% | -114.8% | -73.6% |
| 3Y | -75.9% | +501.7% | -577.6% | -91.0% |
| All | -75.9% | +506.4% | -582.3% | -91.0% |
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