+1,311.7%
TSEM vs DG
+606.1%
+705.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.4% | +7.7% |
| 7D | +6.9% | +8.4% | -1.5% | +5.9% |
| 30D | +5.3% | +4.9% | +0.4% | +4.7% |
| 3M | -14.9% | +29.3% | -44.3% | -17.9% |
| 6M | +80.0% | -11.3% | +91.3% | +82.1% |
| YTD | +89.4% | +1.8% | +87.6% | +87.4% |
| 1Y | +253.1% | +25.3% | +227.8% | +237.7% |
| 3Y | +642.1% | +9.1% | +633.0% | +606.6% |
| 5Y | +659.1% | -34.9% | +694.0% | +687.9% |
| 10Y | +1,291.4% | +108.2% | +1,183.2% | +1,042.0% |
| All | +1,311.7% | +606.1% | +705.6% | +882.9% |
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 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