+1,317.1%
TSEM vs D
+35.1%
+1,282.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.3% | +7.9% |
| 7D | +6.9% | +1.5% | +5.4% | +6.7% |
| 30D | +5.3% | -2.6% | +7.9% | +5.6% |
| 3M | -14.9% | 0.0% | -14.9% | -15.0% |
| 6M | +80.0% | +7.4% | +72.7% | +77.8% |
| YTD | +89.4% | +15.9% | +73.5% | +84.6% |
| 1Y | +253.1% | +18.1% | +235.0% | +242.4% |
| 3Y | +642.1% | +58.4% | +583.7% | +570.1% |
| 5Y | +659.1% | +5.2% | +653.9% | +642.0% |
| All | +1,317.1% | +35.1% | +1,282.0% | +1,234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling