+679.5%
TSEM vs DG
+10.3%
+669.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -1.5% |
| 7D | +10.4% | -2.5% | +12.9% | +10.2% |
| 30D | -12.9% | +1.0% | -14.0% | -12.8% |
| 3M | -9.2% | +20.3% | -29.5% | -7.9% |
| 6M | +98.8% | -11.7% | +110.5% | +99.7% |
| YTD | +87.2% | -2.3% | +89.5% | +88.4% |
| 1Y | +239.0% | +20.0% | +219.0% | +241.9% |
| 3Y | +679.5% | +7.2% | +672.3% | +709.9% |
| All | +679.5% | +10.3% | +669.2% | +709.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling