+173.8%
DAL vs TSEM
+468.0%
-294.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.7% | +1.2% |
| 7D | +8.8% | -17.5% | +26.3% | +12.5% |
| 30D | +5.4% | -44.7% | +50.1% | +17.7% |
| 3M | -4.9% | -38.9% | +33.9% | +3.0% |
| 6M | +19.8% | -36.7% | +56.5% | +22.5% |
| YTD | +27.0% | +17.0% | +10.0% | +4.6% |
| 1Y | +52.5% | +62.8% | -10.4% | +10.5% |
| 3Y | +173.8% | +471.3% | -297.4% | +12.0% |
| All | +173.8% | +468.0% | -294.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling