+1,105.4%
DIA vs TSEM
-1.0%
+1,106.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | +1.6% | +20.5% | -18.9% | -0.1% |
| 30D | +1.2% | -29.0% | +30.2% | +3.8% |
| 3M | -2.4% | -39.4% | +37.0% | +1.1% |
| 6M | +5.7% | -28.5% | +34.2% | +6.5% |
| YTD | +9.9% | +34.4% | -24.5% | +3.7% |
| 1Y | +9.8% | +48.3% | -38.5% | +2.6% |
| 3Y | +59.8% | +543.5% | -483.8% | +28.9% |
| 5Y | +57.7% | +331.4% | -273.7% | +30.5% |
| 10Y | +235.8% | +881.1% | -645.3% | +154.9% |
| All | +1,105.4% | -1.0% | +1,106.4% | +741.8% |
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 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