+337.5%
TSEM vs DT
-39.8%
+377.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +7.4% |
| 7D | +6.8% | -5.4% | +12.2% | +7.6% |
| 30D | -26.6% | -32.2% | +5.6% | -23.1% |
| 3M | -36.3% | -10.9% | -25.4% | -35.6% |
| 6M | -30.6% | +10.0% | -40.6% | -32.7% |
| YTD | +35.3% | +2.1% | +33.2% | +32.2% |
| 1Y | +59.2% | -5.5% | +64.7% | +58.6% |
| 3Y | +547.7% | -12.4% | +560.1% | +551.0% |
| 5Y | +337.5% | -39.7% | +377.2% | +367.1% |
| All | +337.5% | -39.8% | +377.3% | +367.1% |
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 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