+80.5%
TSEM vs DTE
+5.6%
+74.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.2% | -8.1% |
| 7D | -23.1% | +4.2% | -27.3% | -22.4% |
| 30D | -40.4% | +10.0% | -50.4% | -39.8% |
| 3M | -37.9% | -2.1% | -35.8% | -37.9% |
| 6M | -30.8% | -4.7% | -26.2% | -31.7% |
| YTD | +26.7% | +9.3% | +17.4% | +16.8% |
| 1Y | +80.5% | +6.6% | +73.9% | +71.3% |
| All | +80.5% | +5.6% | +74.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling