+849.8%
TSEM vs DRI
+343.2%
+506.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -9.5% | +4.2% | -13.7% | -10.5% |
| 30D | -35.5% | +15.7% | -51.1% | -37.9% |
| 3M | -41.6% | +5.8% | -47.3% | -42.6% |
| 6M | -30.1% | +18.4% | -48.5% | -33.9% |
| YTD | +25.7% | +28.2% | -2.5% | +16.2% |
| 1Y | +50.5% | +35.9% | +14.6% | +36.9% |
| 3Y | +501.7% | +67.7% | +434.0% | +412.6% |
| 5Y | +310.9% | +77.9% | +233.0% | +240.4% |
| 10Y | +849.8% | +338.7% | +511.1% | +531.3% |
| All | +849.8% | +343.2% | +506.6% | +531.3% |
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