+381.8%
DAL vs TSEM
+382.5%
-0.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.0% | +7.6% | -2.4% |
| 7D | +4.6% | -30.3% | +34.9% | +10.5% |
| 30D | +2.3% | -49.3% | +51.6% | +13.6% |
| 3M | -8.1% | -38.0% | +29.9% | -2.0% |
| 6M | +21.4% | -41.9% | +63.3% | +27.5% |
| YTD | +24.3% | +11.6% | +12.8% | +15.0% |
| 1Y | +47.4% | +50.5% | -3.1% | +28.9% |
| 3Y | +164.6% | +445.3% | -280.7% | +83.4% |
| 5Y | +100.2% | +272.2% | -172.0% | +45.8% |
| 10Y | +124.9% | +748.9% | -624.1% | +42.0% |
| All | +381.8% | +382.5% | -0.6% | +171.6% |
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 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