+786.5%
TSEM vs JD
+31.5%
+755.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.5% | -7.3% |
| 7D | +7.0% | -4.1% | +11.1% | +7.8% |
| 30D | -29.8% | +4.6% | -34.4% | -30.7% |
| 3M | -41.9% | -4.7% | -37.2% | -41.6% |
| 6M | -45.8% | -17.4% | -28.4% | -43.8% |
| YTD | +25.1% | +0.7% | +24.4% | +24.0% |
| 1Y | +48.2% | -5.9% | +54.1% | +49.1% |
| 3Y | +476.5% | +18.9% | +457.6% | +426.1% |
| 5Y | +301.4% | -62.9% | +364.4% | +352.7% |
| All | +786.5% | +31.5% | +755.0% | +427.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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