+125.6%
DAL vs TSEM
+839.5%
-713.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.2% |
| 7D | +10.7% | -9.5% | +20.2% | +13.1% |
| 30D | +12.5% | -35.5% | +48.0% | +24.5% |
| 3M | +3.6% | -41.6% | +45.2% | +16.6% |
| 6M | +26.7% | -30.1% | +56.8% | +28.2% |
| YTD | +34.3% | +25.7% | +8.6% | +9.8% |
| 1Y | +59.1% | +50.5% | +8.7% | +22.0% |
| 3Y | +179.9% | +501.7% | -321.9% | +29.4% |
| 5Y | +119.1% | +310.9% | -191.8% | +11.4% |
| 10Y | +125.6% | +849.8% | -724.2% | -24.9% |
| All | +125.6% | +839.5% | -713.9% | -24.9% |
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