+1,282.5%
TSEM vs DGX
+255.3%
+1,027.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -18.7% | -1.2% | -17.6% | -18.5% |
| 3M | -18.1% | +15.8% | -33.9% | -21.5% |
| 6M | +77.1% | +18.2% | +58.9% | +68.3% |
| YTD | +80.1% | +37.2% | +42.9% | +63.0% |
| 1Y | +220.4% | +30.4% | +190.0% | +193.5% |
| 3Y | +650.1% | +96.7% | +553.4% | +484.4% |
| 5Y | +628.9% | +67.2% | +561.7% | +490.8% |
| All | +1,282.5% | +255.3% | +1,027.1% | +671.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling