-26.7%
TSEM vs DRI
+7,577.6%
-7,604.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.4% | +7.9% |
| 7D | +6.9% | +0.6% | +6.3% | +6.8% |
| 30D | +5.3% | +3.8% | +1.5% | +4.6% |
| 3M | -14.9% | +13.0% | -27.9% | -17.3% |
| 6M | +80.0% | +8.3% | +71.7% | +76.4% |
| YTD | +89.4% | +20.6% | +68.7% | +81.4% |
| 1Y | +253.1% | +6.5% | +246.6% | +245.8% |
| 3Y | +642.1% | +53.7% | +588.4% | +573.5% |
| 5Y | +659.1% | +72.7% | +586.4% | +568.0% |
| 10Y | +1,291.4% | +363.2% | +928.2% | +882.4% |
| All | -26.7% | +7,577.6% | -7,604.3% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling