+62.5%
DRAM vs TSEM
-16.9%
+79.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.7% | +3.4% | 0.0% |
| 7D | -16.6% | -23.1% | +6.5% | -2.6% |
| 30D | -26.9% | -40.4% | +13.5% | -1.2% |
| 3M | -17.8% | -37.9% | +20.1% | +5.9% |
| 6M | +6.2% | -30.8% | +37.0% | +37.8% |
| All | +62.5% | -16.9% | +79.4% | +105.1% |
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