+412.3%
TTD vs TSEM
+878.1%
-465.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +4.1% |
| 7D | +19.9% | -9.5% | +29.4% | +22.9% |
| 30D | +27.6% | -35.5% | +63.1% | +42.4% |
| 3M | +15.2% | -41.6% | +56.7% | +29.8% |
| 6M | -33.2% | -30.1% | -3.1% | -36.3% |
| YTD | -59.4% | +25.7% | -85.1% | -71.8% |
| 1Y | -64.4% | +50.5% | -114.8% | -77.6% |
| 3Y | -75.9% | +501.7% | -577.6% | -93.1% |
| 5Y | -82.6% | +310.9% | -393.5% | -94.1% |
| 10Y | +558.1% | +849.8% | -291.7% | +46.3% |
| All | +412.3% | +878.1% | -465.8% | +14.8% |
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