+207.6%
TSEM vs DD
+35.1%
+172.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.6% |
| 7D | +0.9% | -2.9% | +3.8% | +2.7% |
| 30D | -16.6% | -11.5% | -5.1% | -10.4% |
| 3M | -10.9% | -5.4% | -5.5% | -7.9% |
| 6M | +78.0% | -6.9% | +84.9% | +86.5% |
| YTD | +77.2% | +6.9% | +70.3% | +72.3% |
| 1Y | +207.6% | +35.6% | +171.9% | +172.3% |
| All | +207.6% | +35.1% | +172.5% | +172.3% |
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