+299.0%
TSEM vs DG
-35.8%
+334.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -7.0% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -29.8% | +3.2% | -33.0% | -29.5% |
| 3M | -41.9% | +10.4% | -52.4% | -41.5% |
| 6M | -45.8% | +33.2% | -78.9% | -45.1% |
| YTD | +25.1% | +3.0% | +22.1% | +26.3% |
| 1Y | +48.2% | +31.2% | +17.0% | +49.2% |
| 3Y | +476.5% | +21.8% | +454.7% | +486.7% |
| All | +299.0% | -35.8% | +334.9% | +322.7% |
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