-27.4%
DOW vs TSEM
+333.8%
-361.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +3.7% | +20.5% | -16.9% | +2.2% |
| 30D | +16.3% | -29.0% | +45.2% | +18.7% |
| 3M | +9.7% | -39.4% | +49.1% | +13.1% |
| 6M | -14.1% | -28.5% | +14.4% | -14.3% |
| YTD | +46.6% | +34.4% | +12.2% | +31.1% |
| 1Y | +56.8% | +48.3% | +8.5% | +37.4% |
| 3Y | -20.4% | +543.5% | -563.9% | -46.4% |
| 5Y | -27.4% | +331.4% | -358.9% | -48.6% |
| All | -27.4% | +333.8% | -361.2% | -48.6% |
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