+128.1%
DAL vs TSEM
+879.4%
-751.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.9% | -5.6% | +2.5% |
| 7D | +10.0% | -2.0% | +12.0% | +10.0% |
| 30D | +12.0% | -33.4% | +45.4% | +23.0% |
| 3M | +0.8% | -39.7% | +40.5% | +12.5% |
| 6M | +26.2% | -27.8% | +54.0% | +26.7% |
| YTD | +33.7% | +29.7% | +4.0% | +8.4% |
| 1Y | +57.6% | +81.1% | -23.6% | +13.4% |
| 3Y | +183.5% | +529.3% | -345.8% | +29.5% |
| 5Y | +114.2% | +315.0% | -200.8% | +8.8% |
| 10Y | +128.1% | +865.7% | -737.6% | -23.0% |
| All | +128.1% | +879.4% | -751.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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