+644.7%
TSEM vs DG
-39.5%
+684.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.6% |
| 7D | +4.7% | -4.8% | +9.5% | +4.5% |
| 30D | -14.2% | +1.8% | -16.0% | -14.1% |
| 3M | -5.0% | +14.5% | -19.5% | -4.7% |
| 6M | +87.6% | -13.6% | +101.1% | +88.3% |
| YTD | +84.4% | -4.8% | +89.3% | +84.9% |
| 1Y | +235.4% | +21.6% | +213.8% | +234.9% |
| 3Y | +668.0% | +4.5% | +663.5% | +679.4% |
| 5Y | +644.7% | -38.5% | +683.2% | +679.1% |
| All | +644.7% | -39.5% | +684.2% | +679.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling