+351.3%
DAL vs TSEM
+718.9%
-367.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.8% | -6.0% | +0.5% |
| 7D | +0.1% | +6.9% | -6.8% | -1.0% |
| 30D | -13.9% | +5.3% | -19.2% | -15.0% |
| 3M | +1.1% | -14.9% | +16.0% | +1.7% |
| 6M | +26.2% | +80.0% | -53.8% | +9.9% |
| YTD | +16.4% | +89.4% | -72.9% | -0.3% |
| 1Y | +33.9% | +253.1% | -219.2% | +2.3% |
| 3Y | +93.4% | +642.1% | -548.7% | +28.5% |
| 5Y | +106.4% | +659.1% | -552.7% | +35.0% |
| 10Y | +143.0% | +1,291.4% | -1,148.4% | +42.6% |
| All | +351.3% | +718.9% | -367.7% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling