+668.0%
TSEM vs DBX
+23.5%
+644.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.4% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -14.2% | 0.0% | -14.2% | -14.2% |
| 3M | -5.0% | +26.1% | -31.1% | -5.9% |
| 6M | +87.6% | +29.4% | +58.2% | +84.0% |
| YTD | +84.4% | +24.4% | +60.0% | +82.3% |
| 1Y | +235.4% | +10.9% | +224.5% | +240.4% |
| All | +668.0% | +23.5% | +644.4% | +594.1% |
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