+849.8%
TSEM vs DAR
+269.9%
+579.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.5% |
| 7D | -9.5% | -3.8% | -5.7% | -8.1% |
| 30D | -35.5% | -14.4% | -21.0% | -32.1% |
| 3M | -41.6% | -17.9% | -23.6% | -38.0% |
| 6M | -30.1% | -18.3% | -11.8% | -25.9% |
| YTD | +25.7% | +43.2% | -17.5% | +11.6% |
| 1Y | +50.5% | +57.7% | -7.2% | +29.6% |
| 3Y | +501.7% | +22.7% | +479.0% | +435.3% |
| 5Y | +310.9% | -34.0% | +344.9% | +324.3% |
| 10Y | +849.8% | +279.5% | +570.3% | +388.7% |
| All | +849.8% | +269.9% | +579.9% | +388.7% |
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