+52.7%
DRAM vs TSEM
-17.9%
+70.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.1% | +1.6% |
| 7D | +7.9% | +7.0% | +1.0% | +3.3% |
| 30D | -15.4% | -29.8% | +14.3% | +4.7% |
| 3M | -25.5% | -41.9% | +16.4% | +2.2% |
| 6M | -22.3% | -45.8% | +23.5% | +9.9% |
| All | +52.7% | -17.9% | +70.7% | +95.8% |
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