+235.4%
TSEM vs DAR
+116.5%
+118.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -14.2% | +7.4% | -21.7% | -15.7% |
| 3M | -5.0% | +15.7% | -20.7% | -8.1% |
| 6M | +87.6% | +30.0% | +57.5% | +77.1% |
| YTD | +84.4% | +87.5% | -3.1% | +63.0% |
| 1Y | +235.4% | +113.4% | +122.0% | +192.3% |
| All | +235.4% | +116.5% | +118.9% | +192.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling