+0.1%
DOW vs TSEM
+771.2%
-771.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.9% |
| 7D | +5.2% | +7.0% | -1.7% | +3.8% |
| 30D | +13.2% | -29.8% | +43.0% | +19.1% |
| 3M | +10.1% | -41.9% | +52.0% | +18.9% |
| 6M | -13.1% | -45.8% | +32.7% | -7.5% |
| YTD | +46.1% | +25.1% | +21.0% | +20.1% |
| 1Y | +50.0% | +48.2% | +1.8% | +16.9% |
| 3Y | -20.2% | +476.5% | -496.7% | -62.0% |
| 5Y | -27.7% | +301.4% | -329.1% | -62.8% |
| All | +0.1% | +771.2% | -771.1% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling