+476.5%
TSEM vs DBX
+26.6%
+449.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -6.9% |
| 7D | +7.0% | -3.3% | +10.2% | +6.7% |
| 30D | -29.8% | -5.9% | -23.9% | -30.0% |
| 3M | -41.9% | -6.7% | -35.2% | -42.1% |
| 6M | -45.8% | +28.0% | -73.7% | -46.6% |
| YTD | +25.1% | +20.6% | +4.5% | +23.9% |
| 1Y | +48.2% | +10.3% | +37.9% | +50.0% |
| 3Y | +476.5% | +24.0% | +452.4% | +423.0% |
| All | +476.5% | +26.6% | +449.9% | +423.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling