+786.5%
TSEM vs DRI
+331.7%
+454.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | -29.8% | +9.7% | -39.5% | -31.5% |
| 3M | -41.9% | +3.2% | -45.1% | -42.7% |
| 6M | -45.8% | +20.6% | -66.3% | -48.8% |
| YTD | +25.1% | +28.3% | -3.2% | +15.7% |
| 1Y | +48.2% | +34.5% | +13.7% | +35.2% |
| 3Y | +476.5% | +66.5% | +410.0% | +392.3% |
| 5Y | +301.4% | +79.6% | +221.8% | +232.0% |
| All | +786.5% | +331.7% | +454.7% | +510.8% |
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