+832.6%
TSEM vs DG
+614.5%
+218.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.9% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -29.8% | +3.2% | -33.0% | -30.2% |
| 3M | -41.9% | +10.4% | -52.4% | -42.8% |
| 6M | -45.8% | +33.2% | -78.9% | -48.1% |
| YTD | +25.1% | +3.0% | +22.1% | +23.2% |
| 1Y | +48.2% | +31.2% | +17.0% | +40.4% |
| 3Y | +476.5% | +21.8% | +454.7% | +435.9% |
| 5Y | +301.4% | -35.0% | +336.4% | +316.2% |
| 10Y | +812.9% | +106.0% | +706.9% | +648.5% |
| All | +832.6% | +614.5% | +218.1% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling