+121.4%
DAL vs TSEM
+920.4%
-799.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.6% | -8.6% | -2.9% |
| 7D | +2.3% | +6.8% | -4.4% | +0.3% |
| 30D | +14.3% | -26.6% | +40.9% | +22.2% |
| 3M | +1.3% | -36.3% | +37.6% | +11.3% |
| 6M | +29.3% | -30.6% | +59.9% | +31.7% |
| YTD | +33.0% | +35.3% | -2.3% | +6.5% |
| 1Y | +59.8% | +59.2% | +0.6% | +20.8% |
| 3Y | +177.2% | +547.7% | -370.5% | +25.6% |
| 5Y | +118.4% | +337.5% | -219.2% | +9.1% |
| 10Y | +121.4% | +887.4% | -766.0% | -28.8% |
| All | +121.4% | +920.4% | -799.0% | -28.8% |
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