+644.7%
TSEM vs DBX
+8.9%
+635.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.7% |
| 7D | +4.7% | +0.3% | +4.5% | +4.6% |
| 30D | -14.2% | 0.0% | -14.2% | -14.4% |
| 3M | -5.0% | +26.1% | -31.1% | -8.7% |
| 6M | +87.6% | +29.4% | +58.2% | +77.5% |
| YTD | +84.4% | +24.4% | +60.0% | +75.8% |
| 1Y | +235.4% | +10.9% | +224.5% | +228.1% |
| 3Y | +668.0% | +24.1% | +643.9% | +605.4% |
| 5Y | +644.7% | +7.8% | +637.0% | +641.3% |
| All | +644.7% | +8.9% | +635.9% | +641.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling