+519.0%
TSEM vs DECK
-11.0%
+530.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.0% | -14.7% | -10.1% |
| 7D | -23.1% | +10.4% | -33.5% | -25.0% |
| 30D | -40.4% | +11.1% | -51.5% | -42.0% |
| 3M | -37.9% | -10.8% | -27.1% | -36.5% |
| 6M | -30.8% | -8.7% | -22.1% | -30.6% |
| YTD | +26.7% | -14.0% | +40.8% | +28.3% |
| 1Y | +80.5% | +12.0% | +68.4% | +68.0% |
| All | +519.0% | -11.0% | +530.0% | +586.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling