+655.5%
TSEM vs DECK
-3.0%
+658.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.3% | +7.5% |
| 7D | +6.9% | -2.2% | +9.1% | +7.4% |
| 30D | +5.3% | -13.6% | +18.9% | +8.6% |
| 3M | -14.9% | -21.2% | +6.3% | -10.9% |
| 6M | +80.0% | -21.1% | +101.1% | +88.0% |
| YTD | +89.4% | -17.2% | +106.6% | +93.8% |
| 1Y | +253.1% | -30.7% | +283.8% | +277.4% |
| All | +655.5% | -3.0% | +658.5% | +700.5% |
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 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