+786.5%
TSEM vs DAR
+311.7%
+474.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.3% |
| 7D | +7.0% | +11.6% | -4.6% | +3.5% |
| 30D | -29.8% | -10.2% | -19.5% | -27.2% |
| 3M | -41.9% | -14.8% | -27.1% | -39.1% |
| 6M | -45.8% | -10.1% | -35.7% | -44.2% |
| YTD | +25.1% | +55.5% | -30.4% | +8.2% |
| 1Y | +48.2% | +61.7% | -13.4% | +26.7% |
| 3Y | +476.5% | +37.2% | +439.3% | +395.4% |
| 5Y | +301.4% | -26.9% | +328.4% | +301.0% |
| All | +786.5% | +311.7% | +474.8% | +342.2% |
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