+769.2%
TSEM vs DECK
+874.1%
-104.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.1% |
| 7D | -17.5% | +5.8% | -23.3% | -18.9% |
| 30D | -44.7% | +7.9% | -52.6% | -45.9% |
| 3M | -38.9% | -11.4% | -27.5% | -37.3% |
| 6M | -36.7% | -16.6% | -20.1% | -34.8% |
| YTD | +17.0% | -16.4% | +33.3% | +19.3% |
| 1Y | +62.8% | +8.6% | +54.2% | +54.4% |
| 3Y | +471.3% | -15.1% | +486.4% | +456.6% |
| 5Y | +290.3% | +22.9% | +267.4% | +233.5% |
| All | +769.2% | +874.1% | -104.8% | +428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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