+122.8%
DAL vs TSEM
+779.3%
-656.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.7% | +0.9% |
| 7D | +8.8% | -17.5% | +26.3% | +13.7% |
| 30D | +5.4% | -44.7% | +50.1% | +21.4% |
| 3M | -4.9% | -38.9% | +33.9% | +5.3% |
| 6M | +19.8% | -36.7% | +56.5% | +24.6% |
| YTD | +27.0% | +17.0% | +10.0% | +5.8% |
| 1Y | +52.5% | +62.8% | -10.4% | +12.8% |
| 3Y | +173.8% | +471.3% | -297.4% | +28.3% |
| 5Y | +104.5% | +290.3% | -185.7% | +5.3% |
| All | +122.8% | +779.3% | -656.4% | -21.9% |
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