-99.9%
DFNS vs TSEM
+657.2%
-757.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 7D | +0.8% | +10.4% | -9.6% | +0.4% |
| 30D | -73.2% | -12.9% | -60.3% | -73.1% |
| 3M | -72.4% | -9.2% | -63.3% | -72.2% |
| 6M | -95.2% | +98.8% | -194.0% | -95.5% |
| YTD | -98.0% | +87.2% | -185.2% | -98.1% |
| 1Y | -98.3% | +239.0% | -337.2% | -98.4% |
| 3Y | -99.9% | +679.5% | -779.4% | -99.9% |
| 5Y | -99.9% | +667.3% | -767.1% | -99.9% |
| All | -99.9% | +657.2% | -757.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling