+80.5%
TSEM vs DGX
+45.0%
+35.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.5% | -12.2% | -7.1% |
| 7D | -23.1% | +4.1% | -27.2% | -21.4% |
| 30D | -40.4% | +10.5% | -50.9% | -37.3% |
| 3M | -37.9% | +9.8% | -47.7% | -34.6% |
| 6M | -30.8% | +34.6% | -65.4% | -21.7% |
| YTD | +26.7% | +49.8% | -23.1% | +42.8% |
| 1Y | +80.5% | +46.0% | +34.4% | +105.0% |
| All | +80.5% | +45.0% | +35.5% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling