+253.1%
TSEM vs DTE
+3.0%
+250.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +7.8% |
| 7D | +6.9% | +0.2% | +6.7% | +6.9% |
| 30D | +5.3% | -2.6% | +7.9% | +5.0% |
| 3M | -14.9% | -3.9% | -11.0% | -16.6% |
| 6M | +80.0% | -7.9% | +87.9% | +77.0% |
| YTD | +89.4% | +7.2% | +82.2% | +82.4% |
| 1Y | +253.1% | +3.1% | +250.0% | +249.2% |
| All | +253.1% | +3.0% | +250.1% | +249.2% |
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