+655.9%
TSEM vs DT
-28.4%
+684.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | +10.4% | -4.9% | +15.3% | +11.1% |
| 30D | -12.9% | +2.7% | -15.6% | -13.4% |
| 3M | -9.2% | +20.0% | -29.1% | -12.3% |
| 6M | +98.8% | +28.0% | +70.7% | +87.4% |
| YTD | +87.2% | +16.0% | +71.2% | +79.9% |
| 1Y | +239.0% | +0.7% | +238.2% | +236.1% |
| 3Y | +679.5% | +6.2% | +673.3% | +661.3% |
| All | +655.9% | -28.4% | +684.3% | +665.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling