+207.6%
TSEM vs DT
+1.8%
+205.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -3.3% |
| 7D | +0.9% | -2.5% | +3.5% | +0.1% |
| 30D | -16.6% | +3.5% | -20.2% | -15.2% |
| 3M | -10.9% | +26.7% | -37.6% | -2.2% |
| 6M | +78.0% | +36.1% | +41.9% | +99.0% |
| YTD | +77.2% | +18.6% | +58.6% | +103.2% |
| 1Y | +207.6% | +7.9% | +199.7% | +255.5% |
| All | +207.6% | +1.8% | +205.8% | +255.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling