+1,326.7%
TSEM vs DRI
+348.4%
+978.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.1% |
| 7D | +4.7% | -4.8% | +9.5% | +6.0% |
| 30D | -14.2% | -3.9% | -10.3% | -13.4% |
| 3M | -5.0% | +5.1% | -10.1% | -6.7% |
| 6M | +87.6% | +5.5% | +82.1% | +83.7% |
| YTD | +84.4% | +16.5% | +68.0% | +75.5% |
| 1Y | +235.4% | +2.0% | +233.4% | +229.6% |
| 3Y | +668.0% | +54.5% | +613.5% | +570.9% |
| 5Y | +644.7% | +66.6% | +578.1% | +529.6% |
| 10Y | +1,326.7% | +353.6% | +973.1% | +871.9% |
| All | +1,326.7% | +348.4% | +978.2% | +871.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling