+529.3%
TSEM vs DRI
+70.6%
+458.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.7% |
| 7D | -2.0% | +3.1% | -5.1% | -2.3% |
| 30D | -33.4% | +16.2% | -49.7% | -35.0% |
| 3M | -39.7% | +8.4% | -48.0% | -40.5% |
| 6M | -27.8% | +19.0% | -46.8% | -30.8% |
| YTD | +29.7% | +28.8% | +0.9% | +21.6% |
| 1Y | +81.1% | +33.1% | +48.0% | +67.9% |
| 3Y | +529.3% | +70.8% | +458.5% | +433.7% |
| All | +529.3% | +70.6% | +458.7% | +433.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling