+379.4%
TTD vs TSEM
+1,373.4%
-994.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.8% | -12.2% | -6.7% |
| 7D | +6.3% | +6.9% | -0.6% | +4.0% |
| 30D | -23.9% | +5.3% | -29.2% | -27.0% |
| 3M | -31.4% | -14.9% | -16.5% | -32.8% |
| 6M | -42.7% | +80.0% | -122.7% | -61.8% |
| YTD | -62.0% | +89.4% | -151.3% | -75.9% |
| 1Y | -72.2% | +253.1% | -325.3% | -87.3% |
| 3Y | -81.9% | +642.1% | -724.1% | -94.8% |
| 5Y | -81.5% | +659.1% | -740.6% | -94.8% |
| All | +379.4% | +1,373.4% | -994.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling