+698.9%
TSEM vs DT
+76.1%
+622.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +20.5% | +2.7% | +17.8% | +19.9% |
| 30D | -29.0% | -30.4% | +1.4% | -23.6% |
| 3M | -39.4% | -9.4% | -30.0% | -38.5% |
| 6M | -28.5% | +14.5% | -43.0% | -32.6% |
| YTD | +34.4% | +3.6% | +30.8% | +28.6% |
| 1Y | +48.3% | -3.4% | +51.8% | +44.7% |
| 3Y | +543.5% | -11.1% | +554.6% | +535.0% |
| 5Y | +331.4% | -39.5% | +370.9% | +354.4% |
| All | +698.9% | +76.1% | +622.8% | +463.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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