+643.4%
TSEM vs DT
+75.7%
+567.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | +7.0% | +3.1% | +3.8% | +6.3% |
| 30D | -29.8% | -29.5% | -0.2% | -24.6% |
| 3M | -41.9% | -11.7% | -30.2% | -40.7% |
| 6M | -45.8% | +29.0% | -74.7% | -49.9% |
| YTD | +25.1% | +3.4% | +21.7% | +19.7% |
| 1Y | +48.2% | -4.2% | +52.5% | +44.9% |
| 3Y | +476.5% | -12.8% | +489.3% | +471.5% |
| 5Y | +301.4% | -39.6% | +341.0% | +323.1% |
| All | +643.4% | +75.7% | +567.7% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling