+849.8%
TSEM vs JD
+26.7%
+823.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | -9.5% | +5.2% | -14.7% | -10.7% |
| 30D | -35.5% | +4.5% | -40.0% | -36.3% |
| 3M | -41.6% | -15.4% | -26.1% | -39.6% |
| 6M | -30.1% | -6.0% | -24.0% | -29.4% |
| YTD | +25.7% | +2.2% | +23.5% | +24.3% |
| 1Y | +50.5% | -6.7% | +57.1% | +51.7% |
| 3Y | +501.7% | +20.5% | +481.2% | +448.0% |
| 5Y | +310.9% | -58.4% | +369.4% | +345.2% |
| 10Y | +849.8% | +32.5% | +817.3% | +487.4% |
| All | +849.8% | +26.7% | +823.1% | +487.4% |
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