+8.3%
DIS vs TSEM
+79.9%
-71.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.7% | +12.9% | +3.8% |
| 7D | +9.1% | -23.1% | +32.2% | +8.0% |
| 30D | +14.8% | -40.4% | +55.2% | +12.8% |
| 3M | +21.2% | -37.9% | +59.0% | +19.5% |
| 6M | +18.3% | -30.8% | +49.1% | +16.3% |
| YTD | +5.4% | +26.7% | -21.4% | -0.3% |
| 1Y | +8.3% | +80.5% | -72.2% | -6.5% |
| All | +8.3% | +79.9% | -71.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling