+76.5%
DE vs TSEM
+633.2%
-556.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | +9.7% | -16.6% | +26.3% | +11.0% |
| 3M | +21.4% | -10.9% | +32.3% | +21.3% |
| 6M | +15.0% | +78.0% | -63.0% | +7.5% |
| YTD | +46.4% | +77.2% | -30.8% | +36.0% |
| 1Y | +45.6% | +207.6% | -161.9% | +25.6% |
| All | +76.5% | +633.2% | -556.7% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling