+30.5%
DOW vs TSEM
+220.1%
-189.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | -4.1% | -16.6% | +12.5% | -4.3% |
| 3M | -12.4% | -10.9% | -1.5% | -12.2% |
| 6M | -10.6% | +78.0% | -88.6% | -10.3% |
| YTD | +31.1% | +77.2% | -46.1% | +28.6% |
| 1Y | +30.5% | +207.6% | -177.0% | +12.1% |
| All | +30.5% | +220.1% | -189.6% | +12.1% |
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