+80.5%
TSEM vs DVA
+62.2%
+18.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.8% | -14.5% | -8.0% |
| 7D | -23.1% | +4.7% | -27.9% | -22.5% |
| 30D | -40.4% | +7.8% | -48.2% | -39.6% |
| 3M | -37.9% | -15.5% | -22.4% | -39.1% |
| 6M | -30.8% | +25.0% | -55.8% | -24.9% |
| YTD | +26.7% | +69.6% | -42.9% | +46.4% |
| 1Y | +80.5% | +60.6% | +19.9% | +105.6% |
| All | +80.5% | +62.2% | +18.3% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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