+30.3%
TSEM vs DGX
+8,778.1%
-8,747.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | -4.9% | -0.9% | -4.0% | -4.7% |
| 30D | -18.7% | -1.2% | -17.6% | -18.6% |
| 3M | -18.1% | +15.8% | -33.9% | -20.9% |
| 6M | +77.1% | +18.2% | +58.9% | +69.8% |
| YTD | +80.1% | +37.2% | +42.9% | +66.7% |
| 1Y | +220.4% | +30.4% | +190.0% | +199.2% |
| 3Y | +650.1% | +96.7% | +553.4% | +530.4% |
| 5Y | +628.9% | +67.2% | +561.7% | +528.7% |
| 10Y | +1,293.4% | +253.9% | +1,039.5% | +904.1% |
| All | +30.3% | +8,778.1% | -8,747.8% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling