-100.0%
DFNS vs TSEM
+311.6%
-411.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.9% | -13.9% | -3.8% |
| 7D | -42.8% | -2.0% | -40.9% | -42.6% |
| 30D | -67.6% | -33.4% | -34.1% | -66.8% |
| 3M | -94.9% | -39.7% | -55.2% | -94.7% |
| 6M | -96.7% | -27.8% | -68.9% | -96.7% |
| YTD | -99.6% | +29.7% | -129.3% | -99.6% |
| 1Y | -99.7% | +81.1% | -180.9% | -99.8% |
| 3Y | -100.0% | +529.3% | -629.3% | -100.0% |
| 5Y | -100.0% | +315.0% | -414.9% | -100.0% |
| All | -100.0% | +311.6% | -411.6% | -100.0% |
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 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