+970.4%
TSEM vs DT
+100.3%
+870.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.6% |
| 30D | -18.7% | +3.0% | -21.8% | -19.5% |
| 3M | -18.1% | +26.5% | -44.6% | -23.3% |
| 6M | +77.1% | +35.9% | +41.2% | +60.1% |
| YTD | +80.1% | +17.8% | +62.3% | +68.3% |
| 1Y | +220.4% | +4.1% | +216.3% | +209.1% |
| 3Y | +650.1% | +5.3% | +644.8% | +614.6% |
| 5Y | +628.9% | -27.2% | +656.0% | +633.7% |
| All | +970.4% | +100.3% | +870.2% | +637.2% |
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