+1,282.5%
TSEM vs DTE
+137.8%
+1,144.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -4.9% | -2.6% | -2.3% | -4.3% |
| 30D | -18.7% | -4.4% | -14.3% | -17.8% |
| 3M | -18.1% | -8.3% | -9.8% | -16.6% |
| 6M | +77.1% | -8.1% | +85.2% | +80.0% |
| YTD | +80.1% | +4.4% | +75.7% | +76.7% |
| 1Y | +220.4% | +0.2% | +220.2% | +217.6% |
| 3Y | +650.1% | +42.6% | +607.5% | +562.9% |
| 5Y | +628.9% | +31.5% | +597.4% | +550.1% |
| All | +1,282.5% | +137.8% | +1,144.7% | +953.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling