+104.3%
DAL vs TSEM
+805.6%
-701.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +1.4% |
| 7D | -1.1% | +7.0% | -8.0% | -3.0% |
| 30D | +12.8% | -29.8% | +42.6% | +21.8% |
| 3M | -5.3% | -41.9% | +36.7% | +6.6% |
| 6M | +22.4% | -45.8% | +68.1% | +34.9% |
| YTD | +25.6% | +25.1% | +0.5% | +2.6% |
| 1Y | +45.5% | +48.2% | -2.7% | +12.0% |
| 3Y | +161.0% | +476.5% | -315.5% | +22.1% |
| 5Y | +112.2% | +301.4% | -189.2% | +8.5% |
| All | +104.3% | +805.6% | -701.3% | -31.2% |
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