+1,326.7%
TSEM vs DAR
+364.6%
+962.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -14.2% | +7.4% | -21.7% | -16.4% |
| 3M | -5.0% | +15.7% | -20.7% | -9.5% |
| 6M | +87.6% | +30.0% | +57.5% | +71.9% |
| YTD | +84.4% | +87.5% | -3.1% | +50.6% |
| 1Y | +235.4% | +113.4% | +122.0% | +161.5% |
| 3Y | +668.0% | +15.3% | +652.7% | +598.1% |
| 5Y | +644.7% | -4.3% | +649.1% | +578.1% |
| 10Y | +1,326.7% | +380.2% | +946.5% | +576.5% |
| All | +1,326.7% | +364.6% | +962.1% | +576.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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