+1,025.2%
TSEM vs DT
+103.5%
+921.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.2% |
| 7D | +6.9% | -3.3% | +10.2% | +7.5% |
| 30D | +5.3% | +2.0% | +3.3% | +4.5% |
| 3M | -14.9% | +20.0% | -34.9% | -19.2% |
| 6M | +80.0% | +39.3% | +40.7% | +61.7% |
| YTD | +89.4% | +19.8% | +69.6% | +76.3% |
| 1Y | +253.1% | +4.3% | +248.8% | +240.3% |
| 3Y | +642.1% | +7.7% | +634.4% | +603.6% |
| 5Y | +659.1% | -26.8% | +685.9% | +664.5% |
| All | +1,025.2% | +103.5% | +921.7% | +672.5% |
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 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