+299.0%
TSEM vs DD
+67.2%
+231.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.6% |
| 7D | +7.0% | +5.0% | +2.0% | +4.5% |
| 30D | -29.8% | +19.7% | -49.5% | -35.7% |
| 3M | -41.9% | +7.2% | -49.1% | -43.7% |
| 6M | -45.8% | +1.0% | -46.8% | -46.0% |
| YTD | +25.1% | +29.1% | -4.0% | +10.4% |
| 1Y | +48.2% | +28.5% | +19.8% | +31.2% |
| 3Y | +476.5% | +89.4% | +387.0% | +327.7% |
| All | +299.0% | +67.2% | +231.8% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling