+80.5%
TSEM vs DRI
+34.0%
+46.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.1% | -13.9% | -7.7% |
| 7D | -23.1% | +6.5% | -29.6% | -22.0% |
| 30D | -40.4% | +16.4% | -56.8% | -39.0% |
| 3M | -37.9% | +13.6% | -51.5% | -36.1% |
| 6M | -30.8% | +22.0% | -52.8% | -29.9% |
| YTD | +26.7% | +29.3% | -2.6% | +33.2% |
| 1Y | +80.5% | +32.0% | +48.4% | +91.1% |
| All | +80.5% | +34.0% | +46.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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