+47.9%
DE vs TSEM
+259.4%
-211.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -0.4% |
| 7D | +10.0% | +6.9% | +3.1% | +9.8% |
| 30D | +13.3% | +5.3% | +8.0% | +13.1% |
| 3M | +17.5% | -14.9% | +32.4% | +17.8% |
| 6M | +13.6% | +80.0% | -66.5% | +13.0% |
| YTD | +49.8% | +89.4% | -39.6% | +48.8% |
| 1Y | +47.9% | +253.1% | -205.2% | +42.1% |
| All | +47.9% | +259.4% | -211.5% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling