+4.2%
TSEM vs DHI
+9,275.3%
-9,271.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.5% |
| 7D | +0.9% | -6.1% | +7.0% | +2.1% |
| 30D | -16.6% | -10.1% | -6.5% | -15.1% |
| 3M | -10.9% | -7.3% | -3.6% | -10.0% |
| 6M | +78.0% | -6.1% | +84.1% | +79.1% |
| YTD | +77.2% | -5.0% | +82.2% | +77.0% |
| 1Y | +207.6% | -22.1% | +229.7% | +217.9% |
| 3Y | +637.8% | +19.2% | +618.6% | +588.1% |
| 5Y | +617.0% | +59.4% | +557.6% | +520.6% |
| 10Y | +1,270.7% | +401.8% | +868.8% | +834.6% |
| All | +4.2% | +9,275.3% | -9,271.1% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling