+1,282.5%
TSEM vs DD
+66.6%
+1,215.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | -4.9% | -3.5% | -1.4% | -3.3% |
| 30D | -18.7% | -11.7% | -7.1% | -13.8% |
| 3M | -18.1% | -9.2% | -8.9% | -14.5% |
| 6M | +77.1% | -7.2% | +84.3% | +84.0% |
| YTD | +80.1% | +6.6% | +73.5% | +74.4% |
| 1Y | +220.4% | +32.0% | +188.4% | +182.0% |
| 3Y | +650.1% | +42.1% | +607.9% | +531.1% |
| 5Y | +628.9% | +58.1% | +570.8% | +472.5% |
| All | +1,282.5% | +66.6% | +1,215.9% | +887.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling