+1,129.1%
DIA vs TSEM
+39.5%
+1,089.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -1.2% |
| 7D | -0.2% | +6.9% | -7.1% | -0.8% |
| 30D | -1.5% | +5.3% | -6.8% | -2.2% |
| 3M | +3.8% | -14.9% | +18.7% | +4.1% |
| 6M | +10.3% | +80.0% | -69.8% | +2.5% |
| YTD | +12.1% | +89.4% | -77.3% | +3.4% |
| 1Y | +18.6% | +253.1% | -234.4% | +3.0% |
| 3Y | +60.6% | +642.1% | -581.5% | +28.8% |
| 5Y | +64.4% | +659.1% | -594.7% | +30.4% |
| 10Y | +250.1% | +1,291.4% | -1,041.3% | +159.5% |
| All | +1,129.1% | +39.5% | +1,089.6% | +738.8% |
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