+31.2%
DAL vs TSEM
+233.1%
-201.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +0.8% | +4.7% | -3.9% | +0.2% |
| 30D | -11.7% | -14.2% | +2.5% | -10.3% |
| 3M | -2.7% | -5.0% | +2.3% | -4.2% |
| 6M | +30.7% | +87.6% | -56.9% | +11.3% |
| YTD | +14.4% | +84.4% | -70.1% | -3.6% |
| 1Y | +31.2% | +235.4% | -204.2% | -3.8% |
| All | +31.2% | +233.1% | -201.9% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling