+679.5%
TSEM vs DT
+3.8%
+675.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | +10.4% | -4.9% | +15.3% | +10.8% |
| 30D | -12.9% | +2.7% | -15.6% | -13.2% |
| 3M | -9.2% | +20.0% | -29.1% | -11.5% |
| 6M | +98.8% | +28.0% | +70.7% | +88.9% |
| YTD | +87.2% | +16.0% | +71.2% | +83.9% |
| 1Y | +239.0% | +0.7% | +238.2% | +251.0% |
| 3Y | +679.5% | +6.2% | +673.3% | +661.1% |
| All | +679.5% | +3.8% | +675.7% | +661.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling