+8.4%
TSEM vs DTE
+2,514.9%
-2,506.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -14.2% | -0.5% | -13.7% | -14.1% |
| 3M | -5.0% | -6.0% | +1.0% | -3.8% |
| 6M | +87.6% | -7.2% | +94.8% | +90.3% |
| YTD | +84.4% | +7.2% | +77.3% | +80.3% |
| 1Y | +235.4% | +4.1% | +231.3% | +230.0% |
| 3Y | +668.0% | +46.9% | +621.1% | +584.3% |
| 5Y | +644.7% | +32.9% | +611.8% | +573.5% |
| 10Y | +1,326.7% | +144.5% | +1,182.2% | +976.8% |
| All | +8.4% | +2,514.9% | -2,506.5% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling