+239.0%
TSEM vs D
+19.1%
+219.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -0.9% |
| 7D | +10.4% | +0.8% | +9.7% | +10.8% |
| 30D | -12.9% | -0.7% | -12.2% | -13.2% |
| 3M | -9.2% | +2.1% | -11.3% | -8.1% |
| 6M | +98.8% | +6.8% | +91.9% | +107.5% |
| YTD | +87.2% | +16.5% | +70.7% | +104.9% |
| 1Y | +239.0% | +19.2% | +219.8% | +276.6% |
| All | +239.0% | +19.1% | +219.9% | +276.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling