+1,506.4%
TSEM vs JD
+48.9%
+1,457.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.5% | +13.4% | +11.4% |
| 7D | -2.0% | +7.9% | -9.9% | -3.8% |
| 30D | -33.4% | +4.8% | -38.2% | -34.3% |
| 3M | -39.7% | -13.9% | -25.8% | -37.9% |
| 6M | -27.8% | -5.8% | -22.0% | -27.2% |
| YTD | +29.7% | +2.4% | +27.3% | +28.2% |
| 1Y | +81.1% | -7.5% | +88.7% | +82.9% |
| 3Y | +529.3% | +20.9% | +508.4% | +473.9% |
| 5Y | +315.0% | -58.0% | +373.0% | +343.9% |
| 10Y | +865.7% | +28.9% | +836.8% | +591.8% |
| All | +1,506.4% | +48.9% | +1,457.5% | +1,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling