-49.1%
TSEM vs DVA
+5,081.6%
-5,130.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +10.4% | +2.2% | +8.2% | +10.1% |
| 30D | -12.9% | -2.0% | -10.9% | -12.6% |
| 3M | -9.2% | -6.3% | -2.9% | -8.4% |
| 6M | +98.8% | +19.4% | +79.3% | +91.1% |
| YTD | +87.2% | +58.5% | +28.7% | +70.3% |
| 1Y | +239.0% | +33.9% | +205.1% | +216.4% |
| 3Y | +679.5% | +88.4% | +591.1% | +575.0% |
| 5Y | +667.3% | +39.5% | +627.8% | +582.4% |
| 10Y | +1,301.0% | +179.5% | +1,121.6% | +979.2% |
| All | -49.1% | +5,081.6% | -5,130.7% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling