+237.1%
DIA vs TSEM
+920.4%
-683.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | -0.6% |
| 7D | -1.6% | +6.8% | -8.4% | -2.8% |
| 30D | +1.3% | -26.6% | +27.9% | +5.2% |
| 3M | -2.1% | -36.3% | +34.3% | +3.2% |
| 6M | +6.2% | -30.6% | +36.8% | +7.4% |
| YTD | +10.3% | +35.3% | -25.0% | -3.2% |
| 1Y | +11.0% | +59.2% | -48.2% | -6.0% |
| 3Y | +60.4% | +547.7% | -487.3% | -2.3% |
| 5Y | +59.1% | +337.5% | -278.5% | +3.0% |
| 10Y | +237.1% | +887.4% | -650.3% | +73.8% |
| All | +237.1% | +920.4% | -683.3% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling