+1,301.0%
TSEM vs D
+35.9%
+1,265.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +10.4% | +0.8% | +9.7% | +10.3% |
| 30D | -12.9% | -0.7% | -12.2% | -12.9% |
| 3M | -9.2% | +2.1% | -11.3% | -9.5% |
| 6M | +98.8% | +6.8% | +91.9% | +96.5% |
| YTD | +87.2% | +16.5% | +70.7% | +82.4% |
| 1Y | +239.0% | +19.2% | +219.8% | +228.3% |
| 3Y | +679.5% | +61.9% | +617.6% | +601.0% |
| 5Y | +667.3% | +6.5% | +660.7% | +648.1% |
| 10Y | +1,301.0% | +35.3% | +1,265.8% | +1,218.4% |
| All | +1,301.0% | +35.9% | +1,265.2% | +1,218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded D 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling