+143.3%
DELL vs TSEM
+79.9%
+63.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -8.7% | -0.1% | -6.2% |
| 7D | -24.6% | -23.1% | -1.5% | -18.5% |
| 30D | -32.5% | -40.4% | +7.9% | -22.4% |
| 3M | -20.2% | -37.9% | +17.7% | -9.9% |
| 6M | +76.5% | -30.8% | +107.3% | +90.5% |
| YTD | +198.9% | +26.7% | +172.2% | +182.2% |
| 1Y | +143.3% | +80.5% | +62.9% | +111.9% |
| All | +143.3% | +79.9% | +63.4% | +111.9% |
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