+80.5%
TSEM vs DD
+49.3%
+31.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -7.0% | -7.5% |
| 7D | -23.1% | +8.7% | -31.8% | -27.3% |
| 30D | -40.4% | +15.3% | -55.7% | -46.0% |
| 3M | -37.9% | +5.9% | -43.8% | -40.6% |
| 6M | -30.8% | +11.6% | -42.4% | -35.3% |
| YTD | +26.7% | +26.5% | +0.2% | +3.0% |
| 1Y | +80.5% | +35.4% | +45.1% | +35.4% |
| All | +80.5% | +49.3% | +31.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling