-98.3%
DFNS vs TSEM
+259.4%
-357.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.8% | -7.3% | +0.1% |
| 7D | -16.0% | +6.9% | -22.9% | -16.3% |
| 30D | -77.7% | +5.3% | -83.0% | -77.5% |
| 3M | -77.2% | -14.9% | -62.3% | -76.4% |
| 6M | -95.2% | +80.0% | -175.2% | -96.2% |
| YTD | -98.0% | +89.4% | -187.3% | -98.4% |
| 1Y | -98.3% | +253.1% | -351.3% | -99.0% |
| All | -98.3% | +259.4% | -357.6% | -99.0% |
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