+414.0%
TTD vs TSEM
+946.1%
-532.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +20.8% | +20.5% | +0.3% | +14.8% |
| 30D | +27.1% | -29.0% | +56.1% | +38.1% |
| 3M | +14.7% | -39.4% | +54.0% | +28.0% |
| 6M | -26.8% | -28.5% | +1.7% | -30.0% |
| YTD | -59.2% | +34.4% | -93.7% | -72.3% |
| 1Y | -64.7% | +48.3% | -113.0% | -77.3% |
| 3Y | -75.8% | +543.5% | -619.4% | -93.2% |
| 5Y | -84.6% | +331.4% | -416.0% | -94.8% |
| 10Y | +507.9% | +881.1% | -373.2% | +33.8% |
| All | +414.0% | +946.1% | -532.2% | +13.0% |
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 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