+1,282.5%
TSEM vs DHI
+414.5%
+868.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.2% |
| 7D | -4.9% | -3.4% | -1.5% | -4.0% |
| 30D | -18.7% | -5.4% | -13.3% | -17.7% |
| 3M | -18.1% | -10.4% | -7.7% | -16.3% |
| 6M | +77.1% | -2.8% | +79.9% | +76.7% |
| YTD | +80.1% | -3.4% | +83.6% | +78.6% |
| 1Y | +220.4% | -22.9% | +243.3% | +236.3% |
| 3Y | +650.1% | +20.7% | +629.4% | +562.7% |
| 5Y | +628.9% | +62.1% | +566.7% | +468.2% |
| All | +1,282.5% | +414.5% | +868.0% | +576.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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