+50.5%
DRAM vs TSEM
-14.9%
+65.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.9% | -4.5% | -0.5% |
| 7D | -9.8% | -2.0% | -7.9% | -8.3% |
| 30D | -26.9% | -33.4% | +6.5% | -6.8% |
| 3M | -17.4% | -39.7% | +22.3% | +10.5% |
| 6M | -20.9% | -27.8% | +7.0% | +1.3% |
| All | +50.5% | -14.9% | +65.4% | +88.4% |
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