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  • TSEM vs DRI✓SelectedUSD · DRITSEM vs DRI performance historyLatest closeAs of-1.48%09/09
Stock and ETF performance explorer

TSEM vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,326.7%
DRI return
+348.4%
Excess return
+978.2%
Maximum drawdown
-62.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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