+729.1%
TSEM vs DECK
+885.7%
-156.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.5% | -10.4% | -11.6% |
| 7D | -30.3% | +6.0% | -36.3% | -31.5% |
| 30D | -49.3% | +7.4% | -56.8% | -50.4% |
| 3M | -38.0% | -11.7% | -26.3% | -36.3% |
| 6M | -41.9% | -11.0% | -31.0% | -41.3% |
| YTD | +11.6% | -15.4% | +26.9% | +13.5% |
| 1Y | +50.5% | +7.2% | +43.2% | +43.2% |
| 3Y | +445.3% | -11.8% | +457.2% | +426.2% |
| 5Y | +272.2% | +24.3% | +247.9% | +217.2% |
| All | +729.1% | +885.7% | -156.6% | +402.5% |
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