+57.5%
DIA vs TSEM
+306.6%
-249.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | +0.9% | -9.5% | +10.4% | +1.6% |
| 30D | +1.1% | -35.5% | +36.6% | +4.6% |
| 3M | -2.9% | -41.6% | +38.7% | +1.0% |
| 6M | +5.9% | -30.1% | +35.9% | +6.2% |
| YTD | +9.8% | +25.7% | -15.9% | +1.5% |
| 1Y | +11.7% | +50.5% | -38.7% | +0.6% |
| 3Y | +59.5% | +501.7% | -442.2% | +16.6% |
| 5Y | +57.5% | +310.9% | -253.4% | +21.3% |
| All | +57.5% | +306.6% | -249.1% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling