+617.0%
TSEM vs DVA
+40.8%
+576.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -16.6% | +1.7% | -18.3% | -16.7% |
| 3M | -10.9% | -8.7% | -2.2% | -10.3% |
| 6M | +78.0% | +19.7% | +58.4% | +75.3% |
| YTD | +77.2% | +59.6% | +17.6% | +68.3% |
| 1Y | +207.6% | +37.1% | +170.5% | +197.6% |
| 3Y | +637.8% | +89.8% | +548.1% | +569.1% |
| 5Y | +617.0% | +47.4% | +569.6% | +601.9% |
| All | +617.0% | +40.8% | +576.1% | +601.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling