+80.5%
TSEM vs DG
+45.3%
+35.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.5% | -17.3% | -5.6% |
| 7D | -23.1% | +12.3% | -35.4% | -19.4% |
| 30D | -40.4% | +19.3% | -59.7% | -36.5% |
| 3M | -37.9% | +11.9% | -49.7% | -34.6% |
| 6M | -30.8% | +25.0% | -55.8% | -25.0% |
| YTD | +26.7% | +8.7% | +18.0% | +35.2% |
| 1Y | +80.5% | +44.7% | +35.8% | +77.9% |
| All | +80.5% | +45.3% | +35.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling