-82.6%
TTD vs TSEM
+306.6%
-389.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.7% |
| 7D | +19.9% | -9.5% | +29.4% | +21.2% |
| 30D | +27.6% | -35.5% | +63.1% | +34.2% |
| 3M | +15.2% | -41.6% | +56.7% | +21.9% |
| 6M | -33.2% | -30.1% | -3.1% | -36.0% |
| YTD | -59.4% | +25.7% | -85.1% | -69.3% |
| 1Y | -64.4% | +50.5% | -114.8% | -75.1% |
| 3Y | -75.9% | +501.7% | -577.6% | -91.6% |
| 5Y | -82.6% | +310.9% | -393.5% | -92.1% |
| All | -82.6% | +306.6% | -389.2% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling