+63.6%
DIA vs TSEM
+654.3%
-590.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -1.2% | +4.7% | -6.0% | -1.7% |
| 30D | -2.7% | -14.2% | +11.6% | -1.4% |
| 3M | +3.3% | -5.0% | +8.3% | +2.4% |
| 6M | +10.4% | +87.6% | -77.1% | -0.3% |
| YTD | +10.0% | +84.4% | -74.4% | -1.1% |
| 1Y | +16.2% | +235.4% | -219.2% | -4.2% |
| 3Y | +58.7% | +668.0% | -609.2% | +14.3% |
| 5Y | +63.6% | +644.7% | -581.2% | +17.1% |
| All | +63.6% | +654.3% | -590.8% | +17.1% |
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