-98.2%
DFNS vs TSEM
+220.1%
-318.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +1.8% |
| 7D | -3.3% | +0.9% | -4.3% | -3.4% |
| 30D | -73.1% | -16.6% | -56.5% | -72.8% |
| 3M | -71.4% | -10.9% | -60.5% | -71.2% |
| 6M | -93.8% | +78.0% | -171.9% | -95.3% |
| YTD | -98.0% | +77.2% | -175.2% | -98.5% |
| 1Y | -98.2% | +207.6% | -305.7% | -99.1% |
| All | -98.2% | +220.1% | -318.3% | -99.1% |
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