-10.8%
DOW vs TSEM
+1,218.7%
-1,229.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.8% | -10.9% | -4.5% |
| 7D | -2.4% | +6.9% | -9.3% | -3.8% |
| 30D | +0.4% | +5.3% | -4.9% | -1.4% |
| 3M | -14.4% | -14.9% | +0.5% | -14.1% |
| 6M | -7.0% | +80.0% | -87.0% | -25.3% |
| YTD | +30.2% | +89.4% | -59.2% | +1.2% |
| 1Y | +29.2% | +253.1% | -223.9% | -17.9% |
| 3Y | -36.7% | +642.1% | -678.8% | -70.0% |
| 5Y | -37.7% | +659.1% | -696.8% | -73.0% |
| All | -10.8% | +1,218.7% | -1,229.6% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling