+1,304.5%
TSEM vs DECK
+718.3%
+586.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.3% | +7.5% |
| 7D | +6.9% | -2.2% | +9.1% | +7.5% |
| 30D | +5.3% | -13.6% | +18.9% | +9.0% |
| 3M | -14.9% | -21.2% | +6.3% | -10.6% |
| 6M | +80.0% | -21.1% | +101.1% | +88.7% |
| YTD | +89.4% | -17.2% | +106.6% | +94.4% |
| 1Y | +253.1% | -30.7% | +283.8% | +277.1% |
| 3Y | +642.1% | -3.4% | +645.5% | +597.9% |
| 5Y | +659.1% | +25.5% | +633.6% | +545.3% |
| All | +1,304.5% | +718.3% | +586.3% | +783.9% |
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