+1,282.5%
TSEM vs DG
+101.8%
+1,180.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -4.9% | -6.5% | +1.6% | -4.3% |
| 30D | -18.7% | +4.2% | -22.9% | -19.1% |
| 3M | -18.1% | +9.5% | -27.6% | -19.2% |
| 6M | +77.1% | -13.1% | +90.2% | +79.4% |
| YTD | +80.1% | -4.8% | +85.0% | +79.9% |
| 1Y | +220.4% | +20.6% | +199.8% | +208.4% |
| 3Y | +650.1% | +4.9% | +645.1% | +620.2% |
| 5Y | +628.9% | -37.9% | +666.7% | +675.6% |
| All | +1,282.5% | +101.8% | +1,180.7% | +1,004.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling