+274.2%
TSEM vs DAR
-39.8%
+314.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.9% | +5.1% |
| 7D | -17.5% | -9.9% | -7.6% | -15.3% |
| 30D | -44.7% | -16.4% | -28.3% | -42.2% |
| 3M | -38.9% | -17.1% | -21.8% | -36.3% |
| 6M | -36.7% | -20.5% | -16.2% | -33.4% |
| YTD | +17.0% | +39.4% | -22.5% | +7.6% |
| 1Y | +62.8% | +57.2% | +5.6% | +45.8% |
| 3Y | +471.3% | +13.9% | +457.4% | +431.0% |
| All | +274.2% | -39.8% | +314.0% | +266.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling