+676.1%
TSEM vs DAR
-11.1%
+687.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.1% |
| 7D | +6.9% | +1.4% | +5.5% | +6.5% |
| 30D | +5.3% | +12.8% | -7.5% | +2.0% |
| 3M | -14.9% | +7.4% | -22.3% | -16.5% |
| 6M | +80.0% | +22.3% | +57.8% | +70.9% |
| YTD | +89.4% | +81.1% | +8.3% | +63.7% |
| 1Y | +253.1% | +106.5% | +146.6% | +194.6% |
| 3Y | +642.1% | +5.3% | +636.8% | +594.9% |
| All | +676.1% | -11.1% | +687.2% | +585.8% |
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