+685.9%
TSEM vs DBX
+20.1%
+665.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.3% | +8.3% |
| 7D | +6.9% | -2.4% | +9.3% | +7.3% |
| 30D | +5.3% | -0.5% | +5.8% | +5.1% |
| 3M | -14.9% | +28.1% | -43.0% | -19.9% |
| 6M | +80.0% | +33.1% | +46.9% | +66.0% |
| YTD | +89.4% | +25.3% | +64.1% | +76.7% |
| 1Y | +253.1% | +18.3% | +234.7% | +232.3% |
| 3Y | +642.1% | +25.0% | +617.1% | +574.4% |
| 5Y | +659.1% | +7.5% | +651.6% | +600.7% |
| All | +685.9% | +20.1% | +665.8% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling