+471.3%
TSEM vs D
+79.5%
+391.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.5% |
| 7D | -17.5% | +3.0% | -20.5% | -16.8% |
| 30D | -44.7% | +11.5% | -56.2% | -43.3% |
| 3M | -38.9% | +3.7% | -42.6% | -38.0% |
| 6M | -36.7% | +13.5% | -50.2% | -34.8% |
| YTD | +17.0% | +20.7% | -3.8% | +20.9% |
| 1Y | +62.8% | +18.2% | +44.6% | +68.1% |
| 3Y | +471.3% | +73.3% | +398.0% | +456.3% |
| All | +471.3% | +79.5% | +391.8% | +456.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling