+59.8%
DAL vs TSEM
+60.1%
-0.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.6% | -8.6% | -1.8% |
| 7D | +2.3% | +6.8% | -4.4% | +1.4% |
| 30D | +14.3% | -26.6% | +40.9% | +17.8% |
| 3M | +1.3% | -36.3% | +37.6% | +5.8% |
| 6M | +29.3% | -30.6% | +59.9% | +29.7% |
| YTD | +33.0% | +35.3% | -2.3% | +13.9% |
| 1Y | +59.8% | +59.2% | +0.6% | +27.6% |
| All | +59.8% | +60.1% | -0.2% | +27.6% |
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