+235.4%
TSEM vs DRI
+3.0%
+232.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.5% |
| 7D | +4.7% | -4.8% | +9.5% | +4.5% |
| 30D | -14.2% | -3.9% | -10.3% | -14.2% |
| 3M | -5.0% | +5.1% | -10.1% | -4.6% |
| 6M | +87.6% | +5.5% | +82.1% | +88.0% |
| YTD | +84.4% | +16.5% | +68.0% | +85.0% |
| 1Y | +235.4% | +2.0% | +233.4% | +241.1% |
| All | +235.4% | +3.0% | +232.4% | +241.1% |
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