+644.7%
TSEM vs DD
+59.3%
+585.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.2% |
| 7D | +4.7% | -3.8% | +8.5% | +6.7% |
| 30D | -14.2% | -9.2% | -5.0% | -10.0% |
| 3M | -5.0% | -9.0% | +3.9% | -0.8% |
| 6M | +87.6% | -5.0% | +92.5% | +93.1% |
| YTD | +84.4% | +7.4% | +77.1% | +78.0% |
| 1Y | +235.4% | +35.1% | +200.3% | +191.9% |
| 3Y | +668.0% | +43.2% | +624.8% | +543.6% |
| 5Y | +644.7% | +59.6% | +585.1% | +529.4% |
| All | +644.7% | +59.3% | +585.4% | +529.4% |
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 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