+98.5%
DAL vs TSEM
+629.0%
-530.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.8% | -6.0% | +0.1% |
| 7D | +0.1% | +6.9% | -6.8% | -1.4% |
| 30D | -13.9% | +5.3% | -19.2% | -15.4% |
| 3M | +1.1% | -14.9% | +16.0% | +1.5% |
| 6M | +26.2% | +80.0% | -53.8% | -1.6% |
| YTD | +16.4% | +89.4% | -72.9% | -12.3% |
| 1Y | +33.9% | +253.1% | -219.2% | -20.9% |
| All | +98.5% | +629.0% | -530.5% | -25.5% |
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