+11.3%
TSEM vs DD
+721.3%
-709.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.7% |
| 7D | +6.9% | -3.5% | +10.4% | +8.3% |
| 30D | +5.3% | -10.3% | +15.6% | +9.4% |
| 3M | -14.9% | -7.5% | -7.4% | -12.5% |
| 6M | +80.0% | -8.0% | +88.0% | +86.2% |
| YTD | +89.4% | +10.5% | +78.9% | +82.6% |
| 1Y | +253.1% | +38.3% | +214.8% | +215.0% |
| 3Y | +642.1% | +42.5% | +599.6% | +551.0% |
| 5Y | +659.1% | +60.2% | +598.9% | +527.7% |
| 10Y | +1,291.4% | +68.9% | +1,222.5% | +979.1% |
| All | +11.3% | +721.3% | -709.9% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling