+10,700.0%
DE vs TSEM
+11.3%
+10,688.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -0.8% |
| 7D | +10.0% | +6.9% | +3.1% | +9.3% |
| 30D | +13.3% | +5.3% | +8.0% | +12.5% |
| 3M | +17.5% | -14.9% | +32.4% | +17.9% |
| 6M | +13.6% | +80.0% | -66.5% | +5.3% |
| YTD | +49.8% | +89.4% | -39.6% | +37.7% |
| 1Y | +47.9% | +253.1% | -205.2% | +27.6% |
| 3Y | +72.5% | +642.1% | -569.6% | +36.7% |
| 5Y | +90.2% | +659.1% | -568.9% | +49.0% |
| 10Y | +865.4% | +1,291.4% | -426.0% | +605.6% |
| All | +10,700.0% | +11.3% | +10,688.7% | +6,722.1% |
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 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