+851.5%
DE vs TSEM
+1,313.0%
-461.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -2.6% | -4.9% | +2.3% | -1.8% |
| 30D | +9.0% | -18.7% | +27.8% | +12.5% |
| 3M | +19.1% | -18.1% | +37.3% | +20.8% |
| 6M | +14.4% | +77.1% | -62.7% | -2.0% |
| YTD | +45.9% | +80.1% | -34.2% | +23.2% |
| 1Y | +43.6% | +220.4% | -176.8% | +5.9% |
| 3Y | +75.9% | +650.1% | -574.2% | +1.6% |
| 5Y | +98.8% | +628.9% | -530.1% | +11.0% |
| All | +851.5% | +1,313.0% | -461.5% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling